Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395199.755 | 260352.2663 | 134847.4887 | 321504.5969 | 385176.2222 | -63671.6253 |
Total P&L (%) | 395.1998 | 260.3523 | 134.8475 | 321.5046 | 385.1762 | -63.6716 |
Avg Daily Profit (%) | 0.2344 | 0.1545 | 0.08 | 0.0854 | 0.0937 | -0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171826 | -169547 | -85862 | -587767 | -167654 | -420969 |
Profit Factor | 1.3875 | 1.5222 | 1.2586 | 1.1672 | 1.5008 | 0.9448 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 46.2185 | 44.5378 | 47.8992 | 46.2185 | 44.5378 | 47.8992 |
Ratio Avg Win / Avg Loss | 1.6145 | 1.8956 | 1.3691 | 1.3582 | 1.869 | 1.0277 |
Largest Winning Trade | 96652 | 96652 | 54572 | 181320 | 164301 | 181320 |
Largest Losing Trade | -32417 | -32417 | -31528 | -122559 | -85302 | -122559 |
Avg Bars in Trades | 41 | 44 | 39 | 41 | 44 | 39 |
Avg Bars in Winners | 54 | 57 | 50 | 54 | 57 | 50 |
Avg Bars in Losers | 30 | 33 | 28 | 30 | 33 | 28 |
Bars Traded | 9929 | 5249 | 4680 | 9929 | 5249 | 4680 |
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 | 339118 | 267214 | -87368 | -115822 | -67764 | -580166 |
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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) |
---|