Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357608.5398 | 334812.1494 | 22796.3904 | 91333.9761 | 69317.156 | 22016.8201 |
Total P&L (%) | 357.6085 | 334.8121 | 22.7964 | 91.334 | 69.3172 | 22.0168 |
Avg Daily Profit (%) | 0.192 | 0.1797 | 0.0122 | 0.0348 | 0.0283 | 0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89109 | -100914 | -135006 | -126313 | -135561 | -124222 |
Profit Factor | 1.4058 | 1.7559 | 1.052 | 1.0705 | 1.0992 | 1.0369 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 144 | 76 | 68 | 144 | 76 | 68 |
Profitability (%) | 45.6604 | 42.8571 | 48.4848 | 45.6604 | 42.8571 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.673 | 2.3412 | 1.1178 | 1.274 | 1.4656 | 1.1018 |
Largest Winning Trade | 219968 | 219968 | 58355 | 149864 | 149864 | 54401 |
Largest Losing Trade | -32004 | -22180 | -32004 | -49845 | -49845 | -40325 |
Avg Bars in Trades | 40 | 33 | 47 | 40 | 33 | 47 |
Avg Bars in Winners | 59 | 43 | 73 | 59 | 43 | 73 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 10771 | 4452 | 6319 | 10771 | 4452 | 6319 |
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 | 327326 | 280718 | -345633 | -289581 | -269527 | -364788 |
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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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