Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575313.1529 | 491578.7588 | 83734.3941 | 5980.5413 | -4118.3547 | 10098.896 |
Total P&L (%) | 575.3132 | 491.5788 | 83.7344 | 5.9805 | -4.1184 | 10.0989 |
Avg Daily Profit (%) | 0.3882 | 0.3317 | 0.0565 | 0.0039 | -0.0028 | 0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213058 | -208420 | -72744 | -504852 | -414440 | -225761 |
Profit Factor | 1.6301 | 1.9272 | 1.2187 | 1.0031 | 0.9961 | 1.0116 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 142 | 76 | 66 | 142 | 76 | 66 |
Profitability (%) | 36.8889 | 32.1429 | 41.5929 | 36.8889 | 32.1429 | 41.5929 |
Ratio Avg Win / Avg Loss | 2.7889 | 4.0686 | 1.7114 | 1.7161 | 2.1029 | 1.4206 |
Largest Winning Trade | 440742 | 440742 | 45475 | 319594 | 319594 | 154710 |
Largest Losing Trade | -54349 | -22686 | -54349 | -164698 | -88094 | -164698 |
Avg Bars in Trades | 38 | 48 | 28 | 38 | 48 | 28 |
Avg Bars in Winners | 59 | 80 | 44 | 59 | 80 | 44 |
Avg Bars in Losers | 26 | 33 | 18 | 26 | 33 | 18 |
Bars Traded | 8704 | 5432 | 3272 | 8704 | 5432 | 3272 |
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 | 317228 | 187421 | -120010 | -573290 | -585200 | -557851 |
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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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