Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503845.3317 | 407515.9896 | 96329.3421 | 34045.6408 | -181801.065 | 215846.7058 |
Total P&L (%) | 503.8453 | 407.516 | 96.3293 | 34.0456 | -181.8011 | 215.8467 |
Avg Daily Profit (%) | 0.2632 | 0.2129 | 0.0503 | 0.0153 | 0 | 0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147423 | -150961 | -62837 | -752150 | -735757 | -202026 |
Profit Factor | 1.5972 | 1.6262 | 1.4993 | 1.0123 | 0.9161 | 1.3613 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 102 | 43 | 59 | 102 | 43 | 59 |
Losing Trades | 141 | 78 | 63 | 141 | 78 | 63 |
Profitability (%) | 41.9753 | 35.5372 | 48.3607 | 41.9753 | 35.5372 | 48.3607 |
Ratio Avg Win / Avg Loss | 2.2079 | 2.9499 | 1.601 | 1.3994 | 1.6617 | 1.4536 |
Largest Winning Trade | 504776 | 504776 | 23851 | 388115 | 388115 | 66252 |
Largest Losing Trade | -34182 | -34182 | -12254 | -201897 | -201897 | -48967 |
Avg Bars in Trades | 22 | 41 | 3 | 22 | 41 | 3 |
Avg Bars in Winners | 31 | 69 | 3 | 31 | 69 | 3 |
Avg Bars in Losers | 15 | 25 | 3 | 15 | 25 | 3 |
Bars Traded | 5378 | 4964 | 414 | 5378 | 4964 | 414 |
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 | 360648 | 178312 | -123877 | -383690 | -583857 | -112796 |
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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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