Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497461.766 | 411456.4041 | 86005.3619 | 554728.5451 | 483472.1423 | 71256.4027 |
Total P&L (%) | 497.4618 | 411.4564 | 86.0054 | 554.7285 | 483.4721 | 71.2564 |
Avg Daily Profit (%) | 0.4776 | 0.395 | 0.0826 | 0.1806 | 0.1695 | 0.0517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69167 | -52145 | -47799 | -720549 | -513077 | -523584 |
Profit Factor | 1.8432 | 2.2499 | 1.3298 | 1.1714 | 1.2515 | 1.0542 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 37.0192 | 32.6923 | 41.3462 | 37.0192 | 32.6923 | 41.3462 |
Ratio Avg Win / Avg Loss | 3.1358 | 4.6321 | 1.8864 | 1.9929 | 2.5766 | 1.4956 |
Largest Winning Trade | 343083 | 343083 | 38456 | 719630 | 719630 | 178195 |
Largest Losing Trade | -15466 | -14354 | -15466 | -178694 | -178694 | -175293 |
Avg Bars in Trades | 118 | 107 | 129 | 118 | 107 | 129 |
Avg Bars in Winners | 217 | 209 | 223 | 217 | 209 | 223 |
Avg Bars in Losers | 60 | 58 | 63 | 60 | 58 | 63 |
Bars Traded | 24692 | 11216 | 13475 | 24692 | 11216 | 13475 |
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 | 343142 | 236242 | -84985 | -26940 | 45026 | -288428 |
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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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