Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481145.755 | 388397.499 | 92748.2561 | 55418.7435 | 151605.1043 | -96186.3608 |
Total P&L (%) | 481.1458 | 388.3975 | 92.7483 | 55.4187 | 151.6051 | -96.1864 |
Avg Daily Profit (%) | 0.3239 | 0.2615 | 0.0624 | 0.0297 | 0.0621 | -0.2197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114002 | -93537 | -99921 | -445309 | -358951 | -205429 |
Profit Factor | 1.4944 | 1.8328 | 1.183 | 1.0262 | 1.1426 | 0.9087 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 85 | 31 | 54 | 85 | 31 | 54 |
Losing Trades | 124 | 73 | 51 | 124 | 73 | 51 |
Profitability (%) | 40.6699 | 29.8077 | 51.4286 | 40.6699 | 29.8077 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.1801 | 4.316 | 1.1173 | 1.497 | 2.6907 | 0.8582 |
Largest Winning Trade | 204206 | 204206 | 66401 | 340599 | 340599 | 93272 |
Largest Losing Trade | -51212 | -23910 | -51212 | -151883 | -122825 | -151883 |
Avg Bars in Trades | 42 | 31 | 52 | 42 | 31 | 52 |
Avg Bars in Winners | 64 | 50 | 72 | 64 | 50 | 72 |
Avg Bars in Losers | 26 | 23 | 31 | 26 | 23 | 31 |
Bars Traded | 8806 | 3275 | 5531 | 8806 | 3275 | 5531 |
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 | 307034 | 97971 | -128861 | -348448 | -181396 | -580867 |
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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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