Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436226.7281 | 295025.7094 | 141201.0188 | -13852.5064 | -60273.9669 | 46421.4605 |
Total P&L (%) | 436.2267 | 295.0257 | 141.201 | -13.8525 | -60.274 | 46.4215 |
Avg Daily Profit (%) | 0.2396 | 0.1621 | 0.0776 | -0.0082 | -0.0507 | 0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137322 | -141941 | -90966 | -118464 | -113346 | -72683 |
Profit Factor | 1.4452 | 1.5745 | 1.3028 | 0.985 | 0.8747 | 1.1054 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 53.2967 | 48.3516 | 58.2418 | 53.2967 | 48.3516 | 58.2418 |
Ratio Avg Win / Avg Loss | 1.2664 | 1.6818 | 0.9341 | 0.8631 | 0.9344 | 0.7926 |
Largest Winning Trade | 306924 | 306924 | 50254 | 42848 | 42848 | 36971 |
Largest Losing Trade | -76869 | -31489 | -76869 | -55704 | -29499 | -55704 |
Avg Bars in Trades | 117 | 106 | 128 | 117 | 106 | 128 |
Avg Bars in Winners | 124 | 115 | 131 | 124 | 115 | 131 |
Avg Bars in Losers | 110 | 98 | 125 | 110 | 98 | 125 |
Bars Traded | 21464 | 9731 | 11733 | 21464 | 9731 | 11733 |
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 | 371214 | 331815 | -90189 | -579397 | -581730 | -271972 |
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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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