Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326556.2979 | 47749.345 | 278806.9529 | 413469.2228 | -174036.7054 | 587505.9282 |
Total P&L (%) | 326.5563 | 47.7493 | 278.807 | 413.4692 | -174.0367 | 587.5059 |
Avg Daily Profit (%) | 0.2129 | 0.0311 | 0.1818 | 0.1067 | 0 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71659 | -83758 | -69348 | -563946 | -535231 | -238239 |
Profit Factor | 1.4062 | 1.1088 | 1.7637 | 1.1248 | 0.9024 | 1.3845 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 97 | 39 | 58 | 97 | 39 | 58 |
Losing Trades | 168 | 94 | 74 | 168 | 94 | 74 |
Profitability (%) | 36.6038 | 29.3233 | 43.9394 | 36.6038 | 29.3233 | 43.9394 |
Ratio Avg Win / Avg Loss | 2.4355 | 2.6725 | 2.2502 | 1.9482 | 2.1751 | 1.7665 |
Largest Winning Trade | 99032 | 99032 | 38235 | 419783 | 419783 | 233747 |
Largest Losing Trade | -46149 | -14674 | -46149 | -146832 | -121397 | -146832 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4452 | 2104 | 2348 | 4452 | 2104 | 2348 |
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 | 217075 | -263248 | 306951 | -136128 | -588684 | -25249 |
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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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