Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437873.7837 | 409685.5446 | 28188.239 | -17039.8816 | 255147.8132 | -272187.6949 |
Total P&L (%) | 437.8738 | 409.6855 | 28.1882 | -17.0399 | 255.1478 | -272.1877 |
Avg Daily Profit (%) | 0.181 | 0.1693 | 0.0117 | -0.0077 | 0.0524 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158042 | -99590 | -231577 | -302142 | -106717 | -441796 |
Profit Factor | 1.4244 | 1.875 | 1.05 | 0.9837 | 1.6235 | 0.5707 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 45.1282 | 42.8571 | 47.4227 | 45.1282 | 42.8571 | 47.4227 |
Ratio Avg Win / Avg Loss | 1.732 | 2.5 | 1.1642 | 1.196 | 2.1647 | 0.6327 |
Largest Winning Trade | 201296 | 201296 | 60352 | 216735 | 216735 | 48812 |
Largest Losing Trade | -69907 | -32471 | -69907 | -97081 | -66777 | -97081 |
Avg Bars in Trades | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Winners | 66 | 59 | 73 | 66 | 59 | 73 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 9528 | 4444 | 5084 | 9528 | 4444 | 5084 |
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 | 307455 | 282510 | -347337 | -579984 | -122936 | -582075 |
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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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