Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386626.4717 | 261180.7925 | 125445.6792 | 131768.794 | 164514.9333 | -32746.1393 |
Total P&L (%) | 386.6265 | 261.1808 | 125.4457 | 131.7688 | 164.5149 | -32.7461 |
Avg Daily Profit (%) | 0.2013 | 0.136 | 0.0653 | 0.0438 | 0.0507 | -0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200292 | -99480 | -122054 | -873444 | -502243 | -483888 |
Profit Factor | 1.3572 | 1.5067 | 1.2213 | 1.0362 | 1.0941 | 0.9827 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 52.4064 | 50.5376 | 54.2553 | 52.4064 | 50.5376 | 54.2553 |
Ratio Avg Win / Avg Loss | 1.2326 | 1.4747 | 1.0297 | 0.941 | 1.0708 | 0.8286 |
Largest Winning Trade | 74450 | 74450 | 45983 | 236667 | 236667 | 128443 |
Largest Losing Trade | -61057 | -29539 | -61057 | -220687 | -206508 | -220687 |
Avg Bars in Trades | 60 | 52 | 67 | 60 | 52 | 67 |
Avg Bars in Winners | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Losers | 60 | 48 | 72 | 60 | 48 | 72 |
Bars Traded | 11241 | 4882 | 6359 | 11241 | 4882 | 6359 |
Profit Streak | 0 | 65.0811 | 0 | 0 | 65.0811 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336837 | -9012 | -105877 | -315576 | -241119 | -580529 |
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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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