Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240532.6645 | 49311.4884 | 191221.176 | 85775.1283 | -207200.2607 | 292975.389 |
Total P&L (%) | 240.5327 | 49.3115 | 191.2212 | 85.7751 | -207.2003 | 292.9754 |
Avg Daily Profit (%) | 0.1847 | 0.0379 | 0.1468 | 0.0476 | 0 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132000 | -92744 | -83419 | -601086 | -468850 | -375262 |
Profit Factor | 1.2198 | 1.0934 | 1.3378 | 1.0234 | 0.8859 | 1.1581 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 177 | 85 | 92 | 177 | 85 | 92 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 52.3669 | 50.2959 | 54.4379 | 52.3669 | 50.2959 | 54.4379 |
Ratio Avg Win / Avg Loss | 1.1096 | 1.0805 | 1.1197 | 0.9309 | 0.8754 | 0.9693 |
Largest Winning Trade | 90663 | 90663 | 35533 | 196255 | 196255 | 120642 |
Largest Losing Trade | -36298 | -23268 | -36298 | -172500 | -152929 | -172500 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3860 | 1918 | 1942 | 3860 | 1918 | 1942 |
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 | 339698 | -260874 | 160720 | -323504 | -580132 | -99751 |
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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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