Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424161.0088 | 330297.1331 | 93863.8757 | 213793.922 | 527125.571 | -313331.649 |
Total P&L (%) | 424.161 | 330.2971 | 93.8639 | 213.7939 | 527.1256 | -313.3316 |
Avg Daily Profit (%) | 0.286 | 0.2227 | 0.0633 | 0.0771 | 0.1239 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130106 | -35225 | -140962 | -887632 | -269225 | -964613 |
Profit Factor | 1.4761 | 2.3653 | 1.1446 | 1.0512 | 1.4416 | 0.8949 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Losing Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Profitability (%) | 48.9627 | 50.4132 | 47.5 | 48.9627 | 50.4132 | 47.5 |
Ratio Avg Win / Avg Loss | 1.5387 | 2.3266 | 1.2651 | 1.0958 | 1.4179 | 0.9891 |
Largest Winning Trade | 107952 | 107952 | 76850 | 460288 | 460288 | 267119 |
Largest Losing Trade | -56432 | -15442 | -56432 | -205807 | -120987 | -205807 |
Avg Bars in Trades | 70 | 11 | 130 | 70 | 11 | 130 |
Avg Bars in Winners | 114 | 13 | 223 | 114 | 13 | 223 |
Avg Bars in Losers | 28 | 9 | 47 | 28 | 9 | 47 |
Bars Traded | 17078 | 1375 | 15702 | 17078 | 1375 | 15702 |
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 | 413468 | 447092 | -171045 | -253282 | -26162 | -581985 |
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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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