Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124122.2566 | 52511.3455 | 71610.9111 | 96222.4879 | -3121.2668 | 99343.7547 |
Total P&L (%) | 124.1223 | 52.5113 | 71.6109 | 96.2225 | -3.1213 | 99.3438 |
Avg Daily Profit (%) | 0.1875 | 0.0793 | 0.1082 | 0.1019 | -0.0048 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89518 | -88223 | -32326 | -288061 | -274736 | -104880 |
Profit Factor | 1.25 | 1.2244 | 1.2728 | 1.0762 | 0.9948 | 1.1498 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 185 | 85 | 100 | 185 | 85 | 100 |
Losing Trades | 229 | 122 | 107 | 229 | 122 | 107 |
Profitability (%) | 44.686 | 41.0628 | 48.3092 | 44.686 | 41.0628 | 48.3092 |
Ratio Avg Win / Avg Loss | 1.5473 | 1.7574 | 1.3619 | 1.3321 | 1.4278 | 1.2303 |
Largest Winning Trade | 56778 | 56778 | 18221 | 144033 | 144033 | 60742 |
Largest Losing Trade | -16910 | -14778 | -16910 | -60086 | -60086 | -48279 |
Avg Bars in Trades | 37 | 49 | 25 | 37 | 49 | 25 |
Avg Bars in Winners | 56 | 85 | 31 | 56 | 85 | 31 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 15638 | 10306 | 5332 | 15638 | 10306 | 5332 |
Profit Streak | 0 | 0 | 414.4141 | 0 | 0 | 414.4141 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301697 | -90556 | -48060 | -193734 | -582179 | -108947 |
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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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