Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596147.6264 | 519174.8585 | 76972.7679 | 128701.465 | -102833.4577 | 231534.9227 |
Total P&L (%) | 596.1476 | 519.1749 | 76.9728 | 128.7015 | -102.8335 | 231.5349 |
Avg Daily Profit (%) | 0.2536 | 0.2208 | 0.0327 | 0.0352 | 0 | 0.051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136622 | -109730 | -209799 | -280347 | -323215 | -161894 |
Profit Factor | 1.4074 | 1.6427 | 1.1174 | 1.0697 | 0.9126 | 1.3453 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 129 | 57 | 72 | 129 | 57 | 72 |
Losing Trades | 189 | 102 | 87 | 189 | 102 | 87 |
Profitability (%) | 40.566 | 35.8491 | 45.283 | 40.566 | 35.8491 | 45.283 |
Ratio Avg Win / Avg Loss | 2.062 | 2.9396 | 1.3502 | 1.5672 | 1.6331 | 1.6255 |
Largest Winning Trade | 278972 | 278972 | 43689 | 211452 | 211452 | 120907 |
Largest Losing Trade | -29853 | -29853 | -28523 | -85658 | -85658 | -39135 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 64 | 70 | 59 | 64 | 70 | 59 |
Avg Bars in Losers | 29 | 33 | 24 | 29 | 33 | 24 |
Bars Traded | 13847 | 7401 | 6446 | 13847 | 7401 | 6446 |
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 | 300284 | 219638 | -242075 | -290652 | -583225 | -124894 |
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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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