Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380619.0239 | 372629.186 | 7989.8379 | 27393.2337 | 95092.1791 | -67698.9454 |
Total P&L (%) | 380.619 | 372.6292 | 7.9898 | 27.3932 | 95.0922 | -67.6989 |
Avg Daily Profit (%) | 0.3059 | 0.2995 | 0.0064 | 0.0195 | 0.0537 | -0.0908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163571 | -108320 | -72726 | -398152 | -283056 | -139809 |
Profit Factor | 1.5301 | 1.7117 | 1.0411 | 1.0243 | 1.1155 | 0.7783 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 40.0966 | 33.0097 | 47.1154 | 40.0966 | 33.0097 | 47.1154 |
Ratio Avg Win / Avg Loss | 2.286 | 3.4737 | 1.1686 | 1.5302 | 2.2639 | 0.8736 |
Largest Winning Trade | 327251 | 327251 | 34541 | 342437 | 342437 | 28985 |
Largest Losing Trade | -27827 | -27827 | -17987 | -114047 | -114047 | -53771 |
Avg Bars in Trades | 70 | 131 | 10 | 70 | 131 | 10 |
Avg Bars in Winners | 107 | 242 | 13 | 107 | 242 | 13 |
Avg Bars in Losers | 45 | 76 | 7 | 45 | 76 | 7 |
Bars Traded | 14609 | 13543 | 1067 | 14609 | 13543 | 1067 |
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 | 300969 | 173824 | -526455 | -365678 | -220386 | -581899 |
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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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