Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544802.1333 | 531881.8579 | 12920.2754 | -83051.1698 | -688143.2067 | 605092.0369 |
Total P&L (%) | 544.8021 | 531.8819 | 12.9203 | -83.0512 | -688.1432 | 605.092 |
Avg Daily Profit (%) | 0.3672 | 0.3585 | 0.0087 | -0.1196 | 0 | 0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274900 | -185983 | -190289 | -1578555 | -1292891 | -777015 |
Profit Factor | 1.4119 | 1.7821 | 1.0201 | 0.9758 | 0.6611 | 1.432 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 91 | 35 | 56 | 91 | 35 | 56 |
Losing Trades | 143 | 82 | 61 | 143 | 82 | 61 |
Profitability (%) | 38.8889 | 29.9145 | 47.8632 | 38.8889 | 29.9145 | 47.8632 |
Ratio Avg Win / Avg Loss | 2.2187 | 4.1753 | 1.1112 | 1.5334 | 1.5489 | 1.5599 |
Largest Winning Trade | 620766 | 620766 | 28590 | 546895 | 546895 | 315417 |
Largest Losing Trade | -44017 | -34733 | -44017 | -267284 | -267284 | -228577 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 2953 | 1457 | 1496 | 2953 | 1457 | 1496 |
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 | 306974 | 167492 | -455329 | -580818 | -586120 | -15524 |
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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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