Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370624.4292 | 183056.2316 | 187568.1976 | 48286.2848 | -108877.5278 | 157163.8125 |
Total P&L (%) | 370.6244 | 183.0562 | 187.5682 | 48.2863 | -108.8775 | 157.1638 |
Avg Daily Profit (%) | 0.2431 | 0.1201 | 0.123 | 0.0258 | 0 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150001 | -109687 | -83250 | -1308646 | -573422 | -1021030 |
Profit Factor | 1.3133 | 1.308 | 1.3186 | 1.009 | 0.9555 | 1.0541 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 44.358 | 43.4109 | 45.3125 | 44.358 | 43.4109 | 45.3125 |
Ratio Avg Win / Avg Loss | 1.6474 | 1.7051 | 1.5914 | 1.2657 | 1.2456 | 1.2721 |
Largest Winning Trade | 256842 | 256842 | 60598 | 472149 | 275624 | 472149 |
Largest Losing Trade | -47933 | -24118 | -47933 | -698363 | -144881 | -698363 |
Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 2999 | 1305 | 1694 | 2999 | 1305 | 1694 |
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 | 312981 | -33957 | -29209 | -371010 | -581607 | -272992 |
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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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