Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327849.7989 | 49042.846 | 278806.9529 | 420197.9891 | -167307.9391 | 587505.9282 |
Total P&L (%) | 327.8498 | 49.0428 | 278.807 | 420.198 | -167.3079 | 587.5059 |
Avg Daily Profit (%) | 0.2147 | 0.0321 | 0.1825 | 0.108 | 0 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71659 | -83758 | -69348 | -557217 | -528502 | -238239 |
Profit Factor | 1.4084 | 1.1121 | 1.7637 | 1.1271 | 0.9059 | 1.3845 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 97 | 39 | 58 | 97 | 39 | 58 |
Losing Trades | 167 | 93 | 74 | 167 | 93 | 74 |
Profitability (%) | 36.7424 | 29.5455 | 43.9394 | 36.7424 | 29.5455 | 43.9394 |
Ratio Avg Win / Avg Loss | 2.4249 | 2.6519 | 2.2502 | 1.9405 | 2.1601 | 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 | 4434 | 2086 | 2348 | 4434 | 2086 | 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 | 219859 | -257250 | 307183 | -131831 | -587707 | -24551 |
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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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