Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394142.9576 | 365195.3313 | 28947.6264 | 42012.605 | -9207.1417 | 51219.7466 |
Total P&L (%) | 394.143 | 365.1953 | 28.9476 | 42.0126 | -9.2071 | 51.2197 |
Avg Daily Profit (%) | 0.2054 | 0.1903 | 0.0151 | 0.0183 | -0.005 | 0.0216 |
Buy And Hold Return (%) | 17.249 | 17.249 | 17.249 | 17.249 | 17.249 | 17.249 |
Max Trade Drawdown | -165098 | -144788 | -99559 | -1035994 | -1021982 | -473586 |
Profit Factor | 1.4114 | 1.7003 | 1.0663 | 1.0094 | 0.9965 | 1.0277 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 48.3871 | 43.0108 | 53.7634 | 48.3871 | 43.0108 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.5055 | 2.2529 | 0.917 | 1.0767 | 1.3204 | 0.8838 |
Largest Winning Trade | 181865 | 181865 | 46226 | 373610 | 373610 | 292751 |
Largest Losing Trade | -43745 | -38590 | -43745 | -327215 | -327215 | -253307 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Losers | 16 | 14 | 17 | 16 | 14 | 17 |
Bars Traded | 3715 | 1801 | 1914 | 3715 | 1801 | 1914 |
Profit Streak | 0 | 0 | 40.6977 | 0 | 0 | 40.6977 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366017 | 288505 | -329993 | -381995 | -581857 | -357897 |
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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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