Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595322.1194 | 546096.0823 | 49226.037 | 95407.9518 | 708995.1345 | -613587.1827 |
Total P&L (%) | 595.3221 | 546.0961 | 49.226 | 95.408 | 708.9951 | -613.5872 |
Avg Daily Profit (%) | 0.3122 | 0.2864 | 0.0258 | 0.0351 | 0.1097 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303372 | -233126 | -109764 | -2341581 | -1035902 | -1389637 |
Profit Factor | 1.5053 | 1.7844 | 1.1021 | 1.018 | 1.2631 | 0.7654 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 142 | 78 | 64 | 142 | 78 | 64 |
Profitability (%) | 42.7419 | 37.0968 | 48.3871 | 42.7419 | 37.0968 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.0166 | 3.0257 | 1.1756 | 1.3637 | 2.1417 | 0.8165 |
Largest Winning Trade | 335708 | 335708 | 28573 | 708541 | 708541 | 392064 |
Largest Losing Trade | -38711 | -38390 | -38711 | -504340 | -504340 | -502878 |
Avg Bars in Trades | 29 | 46 | 13 | 29 | 46 | 13 |
Avg Bars in Winners | 36 | 67 | 12 | 36 | 67 | 12 |
Avg Bars in Losers | 24 | 34 | 13 | 24 | 34 | 13 |
Bars Traded | 7425 | 5808 | 1617 | 7425 | 5808 | 1617 |
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 | 367176 | 249030 | -268526 | -347967 | -50392 | -581352 |
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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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