Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261904.0187 | 168233.6005 | 93670.4182 | 575238.7136 | 544898.0072 | 30340.7064 |
Total P&L (%) | 261.904 | 168.2336 | 93.6704 | 575.2387 | 544.898 | 30.3407 |
Avg Daily Profit (%) | 0.5029 | 0.323 | 0.1798 | 0.3674 | 0.3585 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40919 | -27558 | -40662 | -391952 | -161202 | -327858 |
Profit Factor | 1.6367 | 1.9165 | 1.4112 | 1.2473 | 1.5361 | 1.0232 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 44.5415 | 40 | 49.1228 | 44.5415 | 40 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.0378 | 2.8747 | 1.4616 | 1.553 | 2.3042 | 1.0597 |
Largest Winning Trade | 56435 | 56435 | 23311 | 297691 | 297691 | 125223 |
Largest Losing Trade | -25554 | -10387 | -25554 | -161504 | -64222 | -161504 |
Avg Bars in Trades | 107 | 104 | 111 | 107 | 104 | 111 |
Avg Bars in Winners | 162 | 167 | 158 | 162 | 167 | 158 |
Avg Bars in Losers | 64 | 63 | 65 | 64 | 63 | 65 |
Bars Traded | 24714 | 12053 | 12661 | 24714 | 12053 | 12661 |
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 | 425358 | 273792 | 253841 | 318524 | 263681 | -324246 |
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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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