Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406575.4488 | 300341.803 | 106233.6458 | 172615.7851 | -51324.0543 | 223939.8394 |
Total P&L (%) | 406.5754 | 300.3418 | 106.2336 | 172.6158 | -51.3241 | 223.9398 |
Avg Daily Profit (%) | 0.2111 | 0.1559 | 0.0551 | 0.0521 | -0.0374 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117031 | -76296 | -91727 | -705584 | -345598 | -363035 |
Profit Factor | 1.3464 | 1.504 | 1.1839 | 1.0571 | 0.9671 | 1.1529 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 196 | 90 | 106 | 196 | 90 | 106 |
Losing Trades | 242 | 129 | 113 | 242 | 129 | 113 |
Profitability (%) | 44.7489 | 41.0959 | 48.4018 | 44.7489 | 41.0959 | 48.4018 |
Ratio Avg Win / Avg Loss | 1.6624 | 2.1557 | 1.2621 | 1.3051 | 1.3862 | 1.2291 |
Largest Winning Trade | 148552 | 148552 | 45860 | 254662 | 254662 | 138934 |
Largest Losing Trade | -29573 | -29573 | -22187 | -149398 | -149398 | -123721 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 68 | 57 | 76 | 68 | 57 | 76 |
Avg Bars in Losers | 38 | 36 | 39 | 38 | 36 | 39 |
Bars Traded | 22566 | 9911 | 12655 | 22566 | 9911 | 12655 |
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 | 339884 | 245287 | -137560 | -280892 | -581983 | -163776 |
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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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