Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718066.4109 | 656863.7146 | 61202.6963 | 178653.201 | -87886.2096 | 266539.4106 |
Total P&L (%) | 718.0664 | 656.8637 | 61.2027 | 178.6532 | -87.8862 | 266.5394 |
Avg Daily Profit (%) | 0.3039 | 0.278 | 0.0259 | 0.0434 | -0.0893 | 0.055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144409 | -82993 | -147213 | -814538 | -617745 | -402107 |
Profit Factor | 1.71 | 2.4059 | 1.1125 | 1.0534 | 0.9461 | 1.1557 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 84 | 34 | 50 | 84 | 34 | 50 |
Losing Trades | 127 | 72 | 55 | 127 | 72 | 55 |
Profitability (%) | 39.8104 | 32.0755 | 47.619 | 39.8104 | 32.0755 | 47.619 |
Ratio Avg Win / Avg Loss | 2.5853 | 5.0948 | 1.2237 | 1.5927 | 2.0035 | 1.2713 |
Largest Winning Trade | 389150 | 389150 | 65088 | 408703 | 362636 | 408703 |
Largest Losing Trade | -49893 | -22664 | -49893 | -260229 | -137601 | -260229 |
Avg Bars in Trades | 65 | 50 | 82 | 65 | 50 | 82 |
Avg Bars in Winners | 118 | 92 | 136 | 118 | 92 | 136 |
Avg Bars in Losers | 31 | 29 | 32 | 31 | 29 | 32 |
Bars Traded | 13916 | 5303 | 8613 | 13916 | 5303 | 8613 |
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 | 335108 | 217645 | -256858 | -298448 | -585242 | -169945 |
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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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