Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351838.2614 | 183175.493 | 168662.7684 | 439838.0268 | -25363.5788 | 465201.6056 |
Total P&L (%) | 351.8383 | 183.1755 | 168.6628 | 439.838 | -25.3636 | 465.2016 |
Avg Daily Profit (%) | 0.314 | 0.1635 | 0.1505 | 0.1506 | -0.0261 | 0.1547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74246 | -71110 | -43269 | -618389 | -524745 | -323807 |
Profit Factor | 1.4442 | 1.3983 | 1.5079 | 1.12 | 0.9877 | 1.2901 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Losing Trades | 242 | 122 | 120 | 242 | 122 | 120 |
Profitability (%) | 39.801 | 39.3035 | 40.2985 | 39.801 | 39.3035 | 40.2985 |
Ratio Avg Win / Avg Loss | 2.1844 | 2.1594 | 2.2339 | 1.694 | 1.5253 | 1.9113 |
Largest Winning Trade | 213241 | 213241 | 22000 | 209500 | 209500 | 136278 |
Largest Losing Trade | -21165 | -14712 | -21165 | -149637 | -87738 | -149637 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 13327 | 6238 | 7088 | 13327 | 6238 | 7088 |
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 | 317042 | 195886 | 229951 | -82053 | -581663 | 183319 |
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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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