Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401847.1035 | 354686.012 | 47161.0914 | 236057.1925 | 241064.2225 | -5007.03 |
Total P&L (%) | 401.8471 | 354.686 | 47.1611 | 236.0572 | 241.0642 | -5.007 |
Avg Daily Profit (%) | 0.2484 | 0.2192 | 0.0291 | 0.0749 | 0.0759 | -0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215183 | -82732 | -195281 | -446308 | -268648 | -336753 |
Profit Factor | 1.4307 | 2.2215 | 1.0734 | 1.134 | 1.3821 | 0.9956 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Losing Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Profitability (%) | 48.5477 | 51.2397 | 45.8333 | 48.5477 | 51.2397 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.5163 | 2.114 | 1.2686 | 1.2018 | 1.3152 | 1.1766 |
Largest Winning Trade | 133660 | 133660 | 61923 | 254404 | 254404 | 94115 |
Largest Losing Trade | -41782 | -19330 | -41782 | -75415 | -63271 | -75415 |
Avg Bars in Trades | 78 | 35 | 123 | 78 | 35 | 123 |
Avg Bars in Winners | 111 | 39 | 193 | 111 | 39 | 193 |
Avg Bars in Losers | 47 | 29 | 63 | 47 | 29 | 63 |
Bars Traded | 19008 | 4237 | 14771 | 19008 | 4237 | 14771 |
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 | 386086 | 429869 | -297173 | -165319 | -91150 | -580967 |
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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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