Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413834.8889 | 365455.4664 | 48379.4225 | 14026.4129 | -1516.0758 | 15542.4887 |
Total P&L (%) | 413.8349 | 365.4555 | 48.3794 | 14.0264 | -1.5161 | 15.5425 |
Avg Daily Profit (%) | 0.2558 | 0.2259 | 0.0299 | 0.0081 | -0.0009 | 0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170909 | -195467 | -84633 | -1096533 | -1263908 | -525672 |
Profit Factor | 1.3701 | 1.5465 | 1.1076 | 1.0031 | 0.9994 | 1.0083 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 43.6441 | 41.5254 | 45.7627 | 43.6441 | 41.5254 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.7691 | 2.1778 | 1.3127 | 1.2953 | 1.4074 | 1.195 |
Largest Winning Trade | 206139 | 206139 | 46567 | 583528 | 583528 | 275616 |
Largest Losing Trade | -40504 | -40504 | -31350 | -282884 | -282884 | -168798 |
Avg Bars in Trades | 79 | 105 | 54 | 79 | 105 | 54 |
Avg Bars in Winners | 100 | 144 | 60 | 100 | 144 | 60 |
Avg Bars in Losers | 63 | 77 | 48 | 63 | 77 | 48 |
Bars Traded | 18812 | 12417 | 6395 | 18812 | 12417 | 6395 |
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 | 305426 | 252269 | -258470 | -440838 | -582647 | -404039 |
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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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