Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672422.6942 | 540241.3193 | 132181.3749 | 584981.0115 | -337034.8263 | 922015.8378 |
Total P&L (%) | 672.4227 | 540.2413 | 132.1814 | 584.981 | -337.0348 | 922.0158 |
Avg Daily Profit (%) | 0.2854 | 0.2293 | 0.0561 | 0.0817 | 0 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121827 | -92157 | -126365 | -954943 | -1024390 | -223592 |
Profit Factor | 1.5225 | 1.7248 | 1.244 | 1.1268 | 0.8926 | 1.6247 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 114 | 50 | 64 | 114 | 50 | 64 |
Losing Trades | 164 | 89 | 75 | 164 | 89 | 75 |
Profitability (%) | 41.0072 | 35.9712 | 46.0432 | 41.0072 | 35.9712 | 46.0432 |
Ratio Avg Win / Avg Loss | 2.1902 | 3.0702 | 1.4578 | 1.621 | 1.5888 | 1.904 |
Largest Winning Trade | 223035 | 223035 | 45723 | 676758 | 676758 | 385715 |
Largest Losing Trade | -47075 | -33595 | -47075 | -349720 | -349720 | -131741 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Losers | 11 | 13 | 10 | 11 | 13 | 10 |
Bars Traded | 4607 | 2499 | 2107 | 4607 | 2499 | 2107 |
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 | 344052 | 222974 | -119705 | -165138 | -583363 | -59152 |
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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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