Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486339.4052 | 357307.7546 | 129031.6506 | 260717.6938 | 397035.9517 | -136318.2579 |
Total P&L (%) | 486.3394 | 357.3078 | 129.0317 | 260.7177 | 397.036 | -136.3183 |
Avg Daily Profit (%) | 0.2115 | 0.1554 | 0.0561 | 0.0558 | 0.0698 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109544 | -133205 | -140138 | -442271 | -229019 | -418835 |
Profit Factor | 1.5218 | 1.7621 | 1.2786 | 1.1233 | 1.406 | 0.88 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 47.3118 | 39.7849 | 54.8387 | 47.3118 | 39.7849 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.6947 | 2.6669 | 1.053 | 1.251 | 2.128 | 0.7247 |
Largest Winning Trade | 148008 | 148008 | 59588 | 361646 | 361646 | 89759 |
Largest Losing Trade | -40798 | -24383 | -40798 | -165220 | -78985 | -165220 |
Avg Bars in Trades | 48 | 40 | 57 | 48 | 40 | 57 |
Avg Bars in Winners | 68 | 60 | 74 | 68 | 60 | 74 |
Avg Bars in Losers | 31 | 26 | 36 | 31 | 26 | 36 |
Bars Traded | 9062 | 3736 | 5325 | 9062 | 3736 | 5325 |
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 | 367150 | 226893 | -117706 | -203338 | -102223 | -580456 |
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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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