Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214264.3531 | 145498.9359 | 68765.4173 | 340459.6872 | 389312.0261 | -48852.339 |
Total P&L (%) | 214.2644 | 145.4989 | 68.7654 | 340.4597 | 389.312 | -48.8523 |
Avg Daily Profit (%) | 0.4114 | 0.2794 | 0.132 | 0.2851 | 0.3053 | -0.1286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86518 | -31536 | -65389 | -705738 | -218751 | -538426 |
Profit Factor | 1.4245 | 1.6282 | 1.2517 | 1.1477 | 1.3848 | 0.9622 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Losing Trades | 204 | 106 | 98 | 204 | 106 | 98 |
Profitability (%) | 39.823 | 37.6471 | 42.0118 | 39.823 | 37.6471 | 42.0118 |
Ratio Avg Win / Avg Loss | 2.1526 | 2.6968 | 1.7278 | 1.7343 | 2.2936 | 1.3282 |
Largest Winning Trade | 50804 | 50804 | 28236 | 278506 | 278506 | 200577 |
Largest Losing Trade | -14661 | -8775 | -14661 | -126364 | -62956 | -126364 |
Avg Bars in Trades | 72 | 67 | 76 | 72 | 67 | 76 |
Avg Bars in Winners | 117 | 114 | 119 | 117 | 114 | 119 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 24510 | 11501 | 13010 | 24510 | 11501 | 13010 |
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 | 310663 | 228396 | -19294 | -51381 | 187083 | -582456 |
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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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