Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206864.8922 | 111503.2264 | 95361.6659 | 86603.3977 | -38544.7739 | 125148.1716 |
Total P&L (%) | 206.8649 | 111.5032 | 95.3617 | 86.6034 | -38.5448 | 125.1482 |
Avg Daily Profit (%) | 0.1986 | 0.107 | 0.0915 | 0.0599 | -0.0467 | 0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68021 | -68783 | -64107 | -165601 | -130055 | -82105 |
Profit Factor | 1.3808 | 1.3605 | 1.4077 | 1.0914 | 0.932 | 1.3289 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 46.0317 | 43.617 | 48.4211 | 46.0317 | 43.617 | 48.4211 |
Ratio Avg Win / Avg Loss | 1.6189 | 1.7587 | 1.4996 | 1.2796 | 1.2047 | 1.4155 |
Largest Winning Trade | 115685 | 115685 | 23540 | 67537 | 67537 | 55173 |
Largest Losing Trade | -62577 | -26651 | -62577 | -81683 | -54639 | -81683 |
Avg Bars in Trades | 130 | 145 | 116 | 130 | 145 | 116 |
Avg Bars in Winners | 135 | 128 | 141 | 135 | 128 | 141 |
Avg Bars in Losers | 126 | 158 | 92 | 126 | 158 | 92 |
Bars Traded | 24681 | 13648 | 11033 | 24681 | 13648 | 11033 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314800 | -51303 | -70916 | -233431 | -581896 | -89536 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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