Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377862.3408 | 314998.143 | 62864.1979 | 87287.28 | 592727.086 | -505439.806 |
Total P&L (%) | 377.8623 | 314.9981 | 62.8642 | 87.2873 | 592.7271 | -505.4398 |
Avg Daily Profit (%) | 0.2017 | 0.1681 | 0.0336 | 0.0335 | 0.1034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208700 | -113672 | -141732 | -1182597 | -697741 | -779629 |
Profit Factor | 1.3974 | 1.6784 | 1.1292 | 1.0269 | 1.3946 | 0.7098 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 88 | 50 | 38 | 88 | 50 | 38 |
Profitability (%) | 54.1667 | 47.9167 | 60.4167 | 54.1667 | 47.9167 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.1824 | 1.8243 | 0.7398 | 0.8689 | 1.5158 | 0.465 |
Largest Winning Trade | 81876 | 81876 | 36200 | 428956 | 428956 | 84027 |
Largest Losing Trade | -67817 | -41368 | -67817 | -252030 | -252030 | -246778 |
Avg Bars in Trades | 115 | 109 | 121 | 115 | 109 | 121 |
Avg Bars in Winners | 118 | 111 | 124 | 118 | 111 | 124 |
Avg Bars in Losers | 111 | 106 | 116 | 111 | 106 | 116 |
Bars Traded | 22115 | 10471 | 11644 | 22115 | 10471 | 11644 |
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 | 354958 | 339120 | -227543 | -339194 | -53916 | -579725 |
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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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