Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469589.6676 | 404334.8805 | 65254.7871 | -19328.2406 | -60115.8203 | 40787.5797 |
Total P&L (%) | 469.5897 | 404.3349 | 65.2548 | -19.3282 | -60.1158 | 40.7876 |
Avg Daily Profit (%) | 0.3189 | 0.2746 | 0.0443 | -0.0146 | -0.0624 | 0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161164 | -182099 | -43292 | -158966 | -147413 | -64694 |
Profit Factor | 1.5394 | 1.7696 | 1.189 | 0.9745 | 0.8691 | 1.1361 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 136 | 76 | 60 | 136 | 76 | 60 |
Profitability (%) | 40.6114 | 33.913 | 47.3684 | 40.6114 | 33.913 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.2511 | 3.4484 | 1.3211 | 1.4251 | 1.6936 | 1.2623 |
Largest Winning Trade | 370320 | 370320 | 66257 | 96345 | 96345 | 68734 |
Largest Losing Trade | -42492 | -42492 | -34935 | -48534 | -48534 | -47147 |
Avg Bars in Trades | 74 | 61 | 88 | 74 | 61 | 88 |
Avg Bars in Winners | 111 | 91 | 125 | 111 | 91 | 125 |
Avg Bars in Losers | 49 | 45 | 55 | 49 | 45 | 55 |
Bars Traded | 17127 | 7024 | 10103 | 17127 | 7024 | 10103 |
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 | 318332 | 183953 | -147919 | -581564 | -584504 | -236094 |
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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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