Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317253.4263 | 37458.0715 | 279795.3547 | 364480.2237 | -160972.5664 | 525452.79 |
Total P&L (%) | 317.2534 | 37.4581 | 279.7954 | 364.4802 | -160.9726 | 525.4528 |
Avg Daily Profit (%) | 0.2076 | 0.0245 | 0.1831 | 0.1005 | 0 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71659 | -83758 | -69348 | -497534 | -471895 | -212721 |
Profit Factor | 1.3896 | 1.0834 | 1.7664 | 1.123 | 0.8993 | 1.3852 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 98 | 39 | 59 | 98 | 39 | 59 |
Losing Trades | 168 | 94 | 74 | 168 | 94 | 74 |
Profitability (%) | 36.8421 | 29.3233 | 44.3609 | 36.8421 | 29.3233 | 44.3609 |
Ratio Avg Win / Avg Loss | 2.3822 | 2.6113 | 2.2155 | 1.9252 | 2.1675 | 1.7373 |
Largest Winning Trade | 99032 | 99032 | 38235 | 374820 | 374820 | 208711 |
Largest Losing Trade | -46149 | -14674 | -46149 | -131105 | -108394 | -131105 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4482 | 2113 | 2369 | 4482 | 2113 | 2369 |
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 | 215312 | -300941 | 313528 | -146294 | -588684 | -32754 |
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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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