Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285334.3305 | 24418.5369 | 260915.7936 | 233468.1445 | -119075.8633 | 352544.0078 |
Total P&L (%) | 285.3343 | 24.4185 | 260.9158 | 233.4681 | -119.0759 | 352.544 |
Avg Daily Profit (%) | 0.1864 | 0.0159 | 0.1704 | 0.0787 | 0 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120077 | -70436 | -112169 | -675741 | -461798 | -639294 |
Profit Factor | 1.224 | 1.0351 | 1.451 | 1.0407 | 0.9605 | 1.1297 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 200 | 88 | 112 | 200 | 88 | 112 |
Losing Trades | 222 | 123 | 99 | 222 | 123 | 99 |
Profitability (%) | 47.3934 | 41.7062 | 53.0806 | 47.3934 | 41.7062 | 53.0806 |
Ratio Avg Win / Avg Loss | 1.3587 | 1.4468 | 1.2826 | 1.1552 | 1.3425 | 0.9986 |
Largest Winning Trade | 35456 | 35456 | 29481 | 171439 | 171439 | 112200 |
Largest Losing Trade | -32002 | -28029 | -32002 | -177336 | -157244 | -177336 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 6082 | 3212 | 2870 | 6082 | 3212 | 2870 |
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 | 309385 | -359764 | 345630 | -262136 | -581510 | -139565 |
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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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