Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295575.775 | 255562.0274 | 40013.7476 | 117967.3241 | 81574.4978 | 36392.8263 |
Total P&L (%) | 295.5758 | 255.562 | 40.0137 | 117.9673 | 81.5745 | 36.3928 |
Avg Daily Profit (%) | 0.2838 | 0.2453 | 0.0384 | 0.0748 | 0.0573 | 0.0298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85172 | -81860 | -64813 | -219800 | -252554 | -157574 |
Profit Factor | 1.4983 | 1.7993 | 1.1464 | 1.1093 | 1.1407 | 1.0729 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 42.2131 | 40.1639 | 44.2623 | 42.2131 | 40.1639 | 44.2623 |
Ratio Avg Win / Avg Loss | 2.0511 | 2.6806 | 1.4436 | 1.5186 | 1.6994 | 1.351 |
Largest Winning Trade | 209241 | 209241 | 35487 | 235357 | 235357 | 82230 |
Largest Losing Trade | -20097 | -20097 | -18003 | -76859 | -60193 | -76859 |
Avg Bars in Trades | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Winners | 169 | 157 | 180 | 169 | 157 | 180 |
Avg Bars in Losers | 50 | 51 | 49 | 50 | 51 | 49 |
Bars Traded | 24520 | 11428 | 13092 | 24520 | 11428 | 13092 |
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 | 323728 | 265180 | -205789 | -193936 | -185111 | -298426 |
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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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