Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530994.7047 | 383686.5965 | 147308.1082 | 751657.1304 | 377266.8014 | 374390.329 |
Total P&L (%) | 530.9947 | 383.6866 | 147.3081 | 751.6571 | 377.2668 | 374.3903 |
Avg Daily Profit (%) | 0.2793 | 0.2018 | 0.0775 | 0.1127 | 0.0822 | 0.0819 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94896 | -126006 | -154359 | -420754 | -741514 | -569019 |
Profit Factor | 1.6289 | 1.9282 | 1.3418 | 1.1982 | 1.184 | 1.215 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 101 | 58 | 43 | 101 | 58 | 43 |
Profitability (%) | 47.1204 | 39.5833 | 54.7368 | 47.1204 | 39.5833 | 54.7368 |
Ratio Avg Win / Avg Loss | 1.828 | 2.9431 | 1.1096 | 1.3447 | 1.8072 | 1.0047 |
Largest Winning Trade | 138949 | 138949 | 51635 | 440272 | 440272 | 270995 |
Largest Losing Trade | -41811 | -24786 | -41811 | -232653 | -232653 | -127890 |
Avg Bars in Trades | 58 | 49 | 66 | 58 | 49 | 66 |
Avg Bars in Winners | 86 | 82 | 88 | 86 | 82 | 88 |
Avg Bars in Losers | 33 | 28 | 40 | 33 | 28 | 40 |
Bars Traded | 11105 | 4765 | 6340 | 11105 | 4765 | 6340 |
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 | 420467 | 250173 | -88852 | -44671 | -104474 | -83707 |
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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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