Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263497.7147 | 168006.6095 | 95491.1052 | 252355.2703 | 106597.6738 | 145757.5965 |
Total P&L (%) | 263.4977 | 168.0066 | 95.4911 | 252.3553 | 106.5977 | 145.7576 |
Avg Daily Profit (%) | 0.253 | 0.1613 | 0.0917 | 0.121 | 0.0697 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131463 | -101721 | -47171 | -449524 | -337472 | -194770 |
Profit Factor | 1.4921 | 1.5857 | 1.3841 | 1.137 | 1.1094 | 1.168 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 47.8261 | 46.7391 | 48.913 | 47.8261 | 46.7391 | 48.913 |
Ratio Avg Win / Avg Loss | 1.6277 | 1.8069 | 1.4456 | 1.2403 | 1.2642 | 1.2199 |
Largest Winning Trade | 127230 | 127230 | 32039 | 217290 | 217290 | 110684 |
Largest Losing Trade | -27205 | -19038 | -27205 | -129753 | -87532 | -129753 |
Avg Bars in Trades | 134 | 125 | 143 | 134 | 125 | 143 |
Avg Bars in Winners | 176 | 161 | 190 | 176 | 161 | 190 |
Avg Bars in Losers | 95 | 94 | 97 | 95 | 94 | 97 |
Bars Traded | 24709 | 11550 | 13159 | 24709 | 11550 | 13159 |
Profit Streak | 0 | 0 | 17.4424 | 0 | 0 | 17.4424 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380185 | 311554 | -70137 | -101228 | -201701 | -113556 |
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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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