Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333586.2468 | 228402.534 | 105183.7129 | 458058.8106 | 379350.4776 | 78708.333 |
Total P&L (%) | 333.5862 | 228.4025 | 105.1837 | 458.0588 | 379.3505 | 78.7083 |
Avg Daily Profit (%) | 0.3202 | 0.2193 | 0.101 | 0.1652 | 0.1506 | 0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93553 | -66436 | -91647 | -621404 | -461836 | -518570 |
Profit Factor | 1.5788 | 1.7245 | 1.4028 | 1.1272 | 1.1974 | 1.0468 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 46.5608 | 42.5532 | 50.5263 | 46.5608 | 42.5532 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.812 | 2.3281 | 1.3736 | 1.2937 | 1.6165 | 1.025 |
Largest Winning Trade | 131084 | 131084 | 31157 | 325433 | 325433 | 218132 |
Largest Losing Trade | -22663 | -20178 | -22663 | -178660 | -178660 | -165342 |
Avg Bars in Trades | 130 | 124 | 135 | 130 | 124 | 135 |
Avg Bars in Winners | 170 | 161 | 178 | 170 | 161 | 178 |
Avg Bars in Losers | 94 | 97 | 91 | 94 | 97 | 91 |
Bars Traded | 24595 | 11715 | 12881 | 24595 | 11715 | 12881 |
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 | 403185 | 282786 | -57691 | -73661 | 63580 | -287710 |
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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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