Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407616.4108 | 349112.299 | 58504.1118 | 75976.1639 | 558560.6 | -482584.436 |
Total P&L (%) | 407.6164 | 349.1123 | 58.5041 | 75.9762 | 558.5606 | -482.5844 |
Avg Daily Profit (%) | 0.2519 | 0.2158 | 0.0362 | 0.0349 | 0.1166 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143946 | -142276 | -198106 | -572133 | -170202 | -712892 |
Profit Factor | 1.4199 | 1.715 | 1.1213 | 1.0387 | 1.6907 | 0.5826 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 56.9892 | 56.9892 | 56.9892 | 56.9892 | 56.9892 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.0716 | 1.2944 | 0.8462 | 0.7839 | 1.276 | 0.4397 |
Largest Winning Trade | 136797 | 136797 | 62370 | 211579 | 211579 | 75075 |
Largest Losing Trade | -48796 | -38245 | -48796 | -267299 | -108983 | -267299 |
Avg Bars in Trades | 102 | 85 | 118 | 102 | 85 | 118 |
Avg Bars in Winners | 110 | 79 | 141 | 110 | 79 | 141 |
Avg Bars in Losers | 91 | 93 | 89 | 91 | 93 | 89 |
Bars Traded | 19013 | 7950 | 11063 | 19013 | 7950 | 11063 |
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 | 387413 | 377825 | -233575 | -324006 | -34280 | -580177 |
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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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