Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430349.5384 | 163303.1194 | 267046.419 | 413601.7046 | 17039.2814 | 396562.4232 |
Total P&L (%) | 430.3495 | 163.3031 | 267.0464 | 413.6017 | 17.0393 | 396.5624 |
Avg Daily Profit (%) | 0.2666 | 0.1012 | 0.1655 | 0.1014 | 0.0097 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92246 | -113095 | -97194 | -634604 | -536189 | -387134 |
Profit Factor | 1.567 | 1.4405 | 1.6877 | 1.1612 | 1.0136 | 1.301 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 64.0625 | 59.375 | 68.75 | 64.0625 | 59.375 | 68.75 |
Ratio Avg Win / Avg Loss | 0.879 | 0.9856 | 0.7672 | 0.6514 | 0.6935 | 0.5914 |
Largest Winning Trade | 52945 | 49996 | 52945 | 158582 | 109558 | 158582 |
Largest Losing Trade | -77424 | -35777 | -77424 | -272483 | -203880 | -272483 |
Avg Bars in Trades | 16 | 10 | 22 | 16 | 10 | 22 |
Avg Bars in Winners | 16 | 9 | 22 | 16 | 9 | 22 |
Avg Bars in Losers | 17 | 12 | 23 | 17 | 12 | 23 |
Bars Traded | 3184 | 1026 | 2158 | 3184 | 1026 | 2158 |
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 | 408429 | -57430 | 375615 | -99376 | -394664 | -59242 |
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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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