Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84741.7916 | 48004.1438 | 36737.6477 | 78220.6511 | 126995.2597 | -48774.6086 |
Total P&L (%) | 84.7418 | 48.0041 | 36.7376 | 78.2207 | 126.9953 | -48.7746 |
Avg Daily Profit (%) | 0.3254 | 0.1843 | 0.1411 | 0.2221 | 0.3153 | -0.2565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77970 | -13228 | -70276 | -248114 | -33092 | -234359 |
Profit Factor | 1.3492 | 1.6806 | 1.2134 | 1.1097 | 1.7011 | 0.9083 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 52.0619 | 51.5464 | 52.5773 | 52.0619 | 51.5464 | 52.5773 |
Ratio Avg Win / Avg Loss | 1.2423 | 1.5797 | 1.0945 | 1.0218 | 1.599 | 0.8193 |
Largest Winning Trade | 27931 | 13109 | 27931 | 33185 | 19966 | 33185 |
Largest Losing Trade | -24349 | -8065 | -24349 | -103808 | -16522 | -103808 |
Avg Bars in Trades | 126 | 46 | 207 | 126 | 46 | 207 |
Avg Bars in Winners | 114 | 50 | 177 | 114 | 50 | 177 |
Avg Bars in Losers | 140 | 41 | 241 | 140 | 41 | 241 |
Bars Traded | 24627 | 4470 | 20157 | 24627 | 4470 | 20157 |
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 | 322739 | 276109 | -9025 | -92191 | 372215 | -582134 |
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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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