Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592383.4423 | 504537.715 | 87845.7273 | 161290.6027 | -308410.669 | 469701.2717 |
Total P&L (%) | 592.3834 | 504.5377 | 87.8457 | 161.2906 | -308.4107 | 469.7013 |
Avg Daily Profit (%) | 0.3059 | 0.2605 | 0.0454 | 0.0496 | 0 | 0.0899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125213 | -107433 | -73896 | -941446 | -1086871 | -490076 |
Profit Factor | 1.5309 | 1.8335 | 1.1721 | 1.0337 | 0.8865 | 1.2272 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 103 | 43 | 60 | 103 | 43 | 60 |
Losing Trades | 171 | 94 | 77 | 171 | 94 | 77 |
Profitability (%) | 37.5912 | 31.3869 | 43.7956 | 37.5912 | 31.3869 | 43.7956 |
Ratio Avg Win / Avg Loss | 2.5416 | 4.0081 | 1.5042 | 1.7162 | 1.938 | 1.5749 |
Largest Winning Trade | 375767 | 375767 | 55139 | 296709 | 296709 | 242556 |
Largest Losing Trade | -48624 | -32555 | -48624 | -371547 | -371547 | -326417 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Losers | 7 | 9 | 6 | 7 | 9 | 6 |
Bars Traded | 3636 | 1949 | 1687 | 3636 | 1949 | 1687 |
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 | 303636 | 175765 | -164768 | -312114 | -585151 | -74529 |
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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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