Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274209.3184 | 205264.8213 | 68944.4972 | 303553.7092 | 384216.0475 | -80662.3383 |
Total P&L (%) | 274.2093 | 205.2648 | 68.9445 | 303.5537 | 384.216 | -80.6623 |
Avg Daily Profit (%) | 0.2633 | 0.1971 | 0.0662 | 0.134 | 0.1515 | -0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92403 | -71723 | -53073 | -432746 | -295449 | -303297 |
Profit Factor | 1.2938 | 1.3871 | 1.1711 | 1.1088 | 1.2597 | 0.9384 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 217 | 104 | 113 | 217 | 104 | 113 |
Losing Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Profitability (%) | 55.3571 | 53.0612 | 57.6531 | 55.3571 | 53.0612 | 57.6531 |
Ratio Avg Win / Avg Loss | 1.0434 | 1.227 | 0.8602 | 0.8942 | 1.1143 | 0.6893 |
Largest Winning Trade | 47281 | 47281 | 31002 | 190768 | 190768 | 68846 |
Largest Losing Trade | -36744 | -33897 | -36744 | -201713 | -149112 | -201713 |
Avg Bars in Trades | 63 | 91 | 34 | 63 | 91 | 34 |
Avg Bars in Winners | 58 | 90 | 29 | 58 | 90 | 29 |
Avg Bars in Losers | 68 | 93 | 40 | 68 | 93 | 40 |
Bars Traded | 24718 | 18000 | 6718 | 24718 | 18000 | 6718 |
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 | 394253 | 326860 | -137131 | -113837 | 284828 | -579315 |
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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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