Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361886.677 | 246839.2582 | 115047.4187 | 126519.1417 | 20188.1733 | 106330.9684 |
Total P&L (%) | 361.8867 | 246.8393 | 115.0474 | 126.5191 | 20.1882 | 106.331 |
Avg Daily Profit (%) | 0.1845 | 0.1259 | 0.0587 | 0.0417 | 0.0094 | 0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160985 | -132419 | -74616 | -890490 | -654660 | -464986 |
Profit Factor | 1.3174 | 1.4013 | 1.219 | 1.0297 | 1.0087 | 1.0548 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 140 | 59 | 81 | 140 | 59 | 81 |
Losing Trades | 142 | 82 | 60 | 142 | 82 | 60 |
Profitability (%) | 49.6454 | 41.844 | 57.4468 | 49.6454 | 41.844 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.3362 | 1.9476 | 0.903 | 1.0444 | 1.4019 | 0.7813 |
Largest Winning Trade | 148059 | 148059 | 37868 | 378995 | 378995 | 231320 |
Largest Losing Trade | -40002 | -31229 | -40002 | -284458 | -284458 | -194574 |
Avg Bars in Trades | 82 | 93 | 71 | 82 | 93 | 71 |
Avg Bars in Winners | 94 | 112 | 80 | 94 | 112 | 80 |
Avg Bars in Losers | 71 | 79 | 59 | 71 | 79 | 59 |
Bars Traded | 23253 | 13208 | 10046 | 23253 | 13208 | 10046 |
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 | 324576 | -26512 | -115875 | -323703 | -401358 | -304710 |
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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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