Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310243.8694 | 291262.2158 | 18981.6537 | 29338.1925 | 112169.7182 | -82831.5257 |
Total P&L (%) | 310.2439 | 291.2622 | 18.9817 | 29.3382 | 112.1697 | -82.8315 |
Avg Daily Profit (%) | 0.2978 | 0.2796 | 0.0182 | 0.0247 | 0.0722 | -0.169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221645 | -124072 | -106960 | -1461201 | -544460 | -1033046 |
Profit Factor | 1.4773 | 1.8631 | 1.0607 | 1.0082 | 1.0656 | 0.9558 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 41.4141 | 35.3535 | 47.4747 | 41.4141 | 35.3535 | 47.4747 |
Ratio Avg Win / Avg Loss | 2.0899 | 3.4068 | 1.1736 | 1.4262 | 1.9486 | 1.0574 |
Largest Winning Trade | 369439 | 369439 | 24499 | 376209 | 376209 | 213793 |
Largest Losing Trade | -23001 | -17737 | -23001 | -264387 | -129186 | -264387 |
Avg Bars in Trades | 124 | 117 | 131 | 124 | 117 | 131 |
Avg Bars in Winners | 163 | 164 | 163 | 163 | 164 | 163 |
Avg Bars in Losers | 96 | 91 | 101 | 96 | 91 | 101 |
Bars Traded | 24598 | 11598 | 13000 | 24598 | 11598 | 13000 |
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 | 303605 | 210653 | -331066 | -376861 | -249710 | -580383 |
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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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