Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540972.7912 | 480569.79 | 60403.0012 | 175543.7868 | -41044.8167 | 216588.6035 |
Total P&L (%) | 540.9728 | 480.5698 | 60.403 | 175.5438 | -41.0448 | 216.5886 |
Avg Daily Profit (%) | 0.2802 | 0.2489 | 0.0313 | 0.0525 | -0.0274 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143746 | -113930 | -76507 | -830842 | -710119 | -424083 |
Profit Factor | 1.6199 | 2.191 | 1.1287 | 1.0668 | 0.9686 | 1.164 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 48.4043 | 47.8723 | 48.9362 | 48.4043 | 47.8723 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.7267 | 2.3857 | 1.1778 | 1.1371 | 1.0547 | 1.2146 |
Largest Winning Trade | 297115 | 297115 | 66123 | 287097 | 287097 | 284885 |
Largest Losing Trade | -71060 | -35004 | -71060 | -207060 | -146549 | -207060 |
Avg Bars in Trades | 40 | 32 | 48 | 40 | 32 | 48 |
Avg Bars in Winners | 54 | 41 | 68 | 54 | 41 | 68 |
Avg Bars in Losers | 26 | 23 | 28 | 26 | 23 | 28 |
Bars Traded | 7531 | 3016 | 4515 | 7531 | 3016 | 4515 |
Profit Streak | 0 | 0 | 26.309 | 0 | 0 | 26.309 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437541 | 398787 | -230824 | -269473 | -580241 | -153531 |
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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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