Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334196.6289 | 272960.4681 | 61236.1607 | 68696.5495 | 415207.1359 | -346510.5864 |
Total P&L (%) | 334.1966 | 272.9605 | 61.2362 | 68.6966 | 415.2071 | -346.5106 |
Avg Daily Profit (%) | 0.1799 | 0.147 | 0.033 | 0.0282 | 0.0883 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120938 | -157045 | -107116 | -958087 | -856306 | -563119 |
Profit Factor | 1.2438 | 1.4259 | 1.0839 | 1.0115 | 1.1515 | 0.8921 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 197 | 105 | 92 | 197 | 105 | 92 |
Losing Trades | 185 | 86 | 99 | 185 | 86 | 99 |
Profitability (%) | 51.5707 | 54.9738 | 48.1675 | 51.5707 | 54.9738 | 48.1675 |
Ratio Avg Win / Avg Loss | 1.1681 | 1.1679 | 1.1664 | 0.9499 | 0.9431 | 0.96 |
Largest Winning Trade | 66313 | 66313 | 45490 | 225937 | 225937 | 210591 |
Largest Losing Trade | -61408 | -28356 | -61408 | -370517 | -153238 | -370517 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7272 | 3090 | 4182 | 7272 | 3090 | 4182 |
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 | 348068 | 193473 | -277644 | -362368 | -129216 | -580768 |
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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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