Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613570.8391 | 514333.4889 | 99237.3502 | 676263.411 | -581947.085 | 1258210.4959 |
Total P&L (%) | 613.5708 | 514.3335 | 99.2374 | 676.2634 | -581.9471 | 1258.2105 |
Avg Daily Profit (%) | 0.2547 | 0.2135 | 0.0412 | 0.0851 | 0 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108307 | -101743 | -78874 | -3151951 | -2721718 | -1019097 |
Profit Factor | 1.6231 | 2.011 | 1.2085 | 1.0638 | 0.9046 | 1.28 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Profitability (%) | 46.383 | 46.6102 | 46.1538 | 46.383 | 46.6102 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8762 | 2.3035 | 1.4099 | 1.2297 | 1.0362 | 1.4933 |
Largest Winning Trade | 241608 | 241608 | 69212 | 1451738 | 864810 | 1451738 |
Largest Losing Trade | -28959 | -28959 | -28081 | -520686 | -520686 | -439564 |
Avg Bars in Trades | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Winners | 59 | 40 | 79 | 59 | 40 | 79 |
Avg Bars in Losers | 23 | 21 | 24 | 23 | 21 | 24 |
Bars Traded | 9409 | 3584 | 5825 | 9409 | 3584 | 5825 |
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 | 410436 | 374958 | -140100 | -229418 | -580670 | -49715 |
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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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