Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563632.4602 | 429432.1387 | 134200.3215 | 243066.9312 | -279112.427 | 522179.3582 |
Total P&L (%) | 563.6325 | 429.4321 | 134.2003 | 243.0669 | -279.1124 | 522.1794 |
Avg Daily Profit (%) | 0.3205 | 0.2442 | 0.0763 | 0.0701 | 0 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157336 | -168222 | -75002 | -633764 | -848521 | -272367 |
Profit Factor | 1.5888 | 1.7982 | 1.32 | 1.0603 | 0.88 | 1.3061 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 47.4886 | 42.7273 | 52.2936 | 47.4886 | 42.7273 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.7568 | 2.4104 | 1.2042 | 1.1724 | 1.1796 | 1.1916 |
Largest Winning Trade | 337353 | 337353 | 53527 | 337353 | 337353 | 209288 |
Largest Losing Trade | -38624 | -38624 | -32490 | -171072 | -148553 | -171072 |
Avg Bars in Trades | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Winners | 39 | 33 | 43 | 39 | 33 | 43 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 6840 | 2958 | 3882 | 6840 | 2958 | 3882 |
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 | 439095 | 309520 | -90813 | -253347 | -581923 | -53555 |
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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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