Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356688.7865 | 252301.1273 | 104387.6592 | 170816.8549 | 147392.4565 | 23424.3984 |
Total P&L (%) | 356.6888 | 252.3011 | 104.3877 | 170.8169 | 147.3925 | 23.4244 |
Avg Daily Profit (%) | 0.3475 | 0.2458 | 0.1017 | 0.0971 | 0.0883 | 0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116654 | -109330 | -72089 | -899224 | -622167 | -574414 |
Profit Factor | 1.4695 | 1.4541 | 1.5115 | 1.0526 | 1.0663 | 1.0229 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 41.1168 | 34.6939 | 47.4747 | 41.1168 | 34.6939 | 47.4747 |
Ratio Avg Win / Avg Loss | 2.1045 | 2.7371 | 1.6723 | 1.5075 | 2.0072 | 1.1317 |
Largest Winning Trade | 162756 | 162756 | 31030 | 724746 | 724746 | 107006 |
Largest Losing Trade | -28067 | -27005 | -28067 | -328398 | -227291 | -328398 |
Avg Bars in Trades | 122 | 211 | 32 | 122 | 211 | 32 |
Avg Bars in Winners | 160 | 316 | 47 | 160 | 316 | 47 |
Avg Bars in Losers | 95 | 156 | 19 | 95 | 156 | 19 |
Bars Traded | 24036 | 20774 | 3262 | 24036 | 20774 | 3262 |
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 | 312820 | 140541 | -55994 | -227279 | -227771 | -366713 |
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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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