Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433854.8274 | 297601.3451 | 136253.4822 | 40903.591 | 520105.4898 | -479201.8988 |
Total P&L (%) | 433.8548 | 297.6013 | 136.2535 | 40.9036 | 520.1055 | -479.2019 |
Avg Daily Profit (%) | 0.2283 | 0.1566 | 0.0717 | 0.018 | 0.0961 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199374 | -102572 | -125180 | -1300135 | -462757 | -1010017 |
Profit Factor | 1.2435 | 1.3502 | 1.1462 | 1.0046 | 1.1285 | 0.9003 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 188 | 88 | 100 | 188 | 88 | 100 |
Losing Trades | 252 | 132 | 120 | 252 | 132 | 120 |
Profitability (%) | 42.7273 | 40 | 45.4545 | 42.7273 | 40 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.6668 | 2.0253 | 1.3755 | 1.3466 | 1.6928 | 1.0804 |
Largest Winning Trade | 183372 | 183372 | 59798 | 478600 | 478600 | 154208 |
Largest Losing Trade | -43514 | -27265 | -43514 | -386666 | -179783 | -386666 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5639 | 2532 | 3107 | 5639 | 2532 | 3107 |
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 | 304628 | 206519 | -157793 | -386581 | -145333 | -580005 |
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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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