Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490777.3478 | 439632.1815 | 51145.1663 | 105066.575 | -475813.9258 | 580880.5008 |
Total P&L (%) | 490.7773 | 439.6322 | 51.1452 | 105.0666 | -475.8139 | 580.8805 |
Avg Daily Profit (%) | 0.2562 | 0.2295 | 0.0267 | 0.0375 | 0 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215845 | -193734 | -111384 | -2150489 | -2137538 | -956880 |
Profit Factor | 1.425 | 1.6896 | 1.0989 | 1.0134 | 0.8867 | 1.1588 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 110 | 49 | 61 | 110 | 49 | 61 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 43.4783 | 38.8889 | 48.0315 | 43.4783 | 38.8889 | 48.0315 |
Ratio Avg Win / Avg Loss | 1.8525 | 2.6551 | 1.189 | 1.3174 | 1.3934 | 1.2538 |
Largest Winning Trade | 218588 | 218588 | 41295 | 496266 | 428121 | 496266 |
Largest Losing Trade | -32957 | -32957 | -31579 | -466878 | -466878 | -453284 |
Avg Bars in Trades | 44 | 40 | 47 | 44 | 40 | 47 |
Avg Bars in Winners | 59 | 60 | 59 | 59 | 60 | 59 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 11228 | 5139 | 6089 | 11228 | 5139 | 6089 |
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 | 318522 | 235211 | -271192 | -349845 | -583652 | -105633 |
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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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