Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457015.4824 | 377998.4698 | 79017.0126 | 358637.9813 | -822264.1356 | 1180902.1169 |
Total P&L (%) | 457.0155 | 377.9985 | 79.017 | 358.638 | -822.2641 | 1180.9021 |
Avg Daily Profit (%) | 0.1825 | 0.151 | 0.0316 | 0.0608 | 0 | 0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156796 | -131728 | -71637 | -3206035 | -2929188 | -923811 |
Profit Factor | 1.611 | 1.8584 | 1.2568 | 1.0401 | 0.854 | 1.3561 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 157 | 81 | 76 | 157 | 81 | 76 |
Profitability (%) | 40.9774 | 39.0977 | 42.8571 | 40.9774 | 39.0977 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.3204 | 2.8948 | 1.6758 | 1.4981 | 1.3302 | 1.8081 |
Largest Winning Trade | 278460 | 278460 | 34004 | 1167195 | 1167195 | 692377 |
Largest Losing Trade | -26881 | -26881 | -17703 | -767900 | -767900 | -339362 |
Avg Bars in Trades | 36 | 52 | 20 | 36 | 52 | 20 |
Avg Bars in Winners | 55 | 85 | 28 | 55 | 85 | 28 |
Avg Bars in Losers | 23 | 32 | 13 | 23 | 32 | 13 |
Bars Traded | 9712 | 7032 | 2680 | 9712 | 7032 | 2680 |
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 | 302537 | 226354 | -152502 | -290229 | -583552 | -57693 |
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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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