Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280415.2161 | 209021.0435 | 71394.1726 | 65944.4031 | 425557.9986 | -359613.5955 |
Total P&L (%) | 280.4152 | 209.021 | 71.3942 | 65.9444 | 425.558 | -359.6136 |
Avg Daily Profit (%) | 0.1982 | 0.1478 | 0.0505 | 0.0358 | 0.1174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167769 | -73876 | -142951 | -1370950 | -713700 | -1138455 |
Profit Factor | 1.2606 | 1.3714 | 1.139 | 1.0132 | 1.1693 | 0.8551 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 148 | 67 | 81 | 148 | 67 | 81 |
Losing Trades | 130 | 72 | 58 | 130 | 72 | 58 |
Profitability (%) | 53.2374 | 48.2014 | 58.2734 | 53.2374 | 48.2014 | 58.2734 |
Ratio Avg Win / Avg Loss | 1.1072 | 1.4738 | 0.8156 | 0.89 | 1.2565 | 0.6123 |
Largest Winning Trade | 42483 | 42483 | 18095 | 295572 | 295572 | 170039 |
Largest Losing Trade | -54491 | -50323 | -54491 | -566692 | -566692 | -338275 |
Avg Bars in Trades | 29 | 33 | 26 | 29 | 33 | 26 |
Avg Bars in Winners | 27 | 31 | 25 | 27 | 31 | 25 |
Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
Bars Traded | 8290 | 4657 | 3632 | 8290 | 4657 | 3632 |
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 | 345617 | 138797 | -193587 | -350850 | -71532 | -579613 |
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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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