Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338168.1618 | 226775.748 | 111392.4138 | 111225.7875 | 90686.8193 | 20538.9682 |
Total P&L (%) | 338.1682 | 226.7757 | 111.3924 | 111.2258 | 90.6868 | 20.539 |
Avg Daily Profit (%) | 0.248 | 0.1663 | 0.0817 | 0.0549 | 0.0474 | 0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118836 | -97960 | -54197 | -477571 | -336232 | -195101 |
Profit Factor | 1.3945 | 1.5286 | 1.2602 | 1.069 | 1.115 | 1.0249 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 175 | 93 | 82 | 175 | 93 | 82 |
Profitability (%) | 42.2442 | 38.4106 | 46.0526 | 42.2442 | 38.4106 | 46.0526 |
Ratio Avg Win / Avg Loss | 1.9066 | 2.4511 | 1.4762 | 1.4615 | 1.7879 | 1.2006 |
Largest Winning Trade | 271080 | 271080 | 34463 | 248413 | 248413 | 53194 |
Largest Losing Trade | -18704 | -18139 | -18704 | -84567 | -50273 | -84567 |
Avg Bars in Trades | 52 | 62 | 42 | 52 | 62 | 42 |
Avg Bars in Winners | 83 | 117 | 55 | 83 | 117 | 55 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 15889 | 9496 | 6393 | 15889 | 9496 | 6393 |
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 | 301423 | 203552 | -85318 | -265769 | -226805 | -375496 |
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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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