Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291226.0232 | 263272.1523 | 27953.8709 | 105458.6519 | 82301.0038 | 23157.648 |
Total P&L (%) | 291.226 | 263.2722 | 27.9539 | 105.4587 | 82.301 | 23.1576 |
Avg Daily Profit (%) | 0.5592 | 0.5055 | 0.0537 | 0.1384 | 0.1154 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51261 | -51783 | -25719 | -147909 | -136639 | -76727 |
Profit Factor | 1.622 | 2.0599 | 1.1271 | 1.1089 | 1.1619 | 1.0504 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 202 | 107 | 95 | 202 | 107 | 95 |
Profitability (%) | 34.6278 | 30.9677 | 38.3117 | 34.6278 | 30.9677 | 38.3117 |
Ratio Avg Win / Avg Loss | 3.062 | 4.5919 | 1.8149 | 2.0935 | 2.5901 | 1.6913 |
Largest Winning Trade | 326513 | 326513 | 21974 | 217388 | 217388 | 47344 |
Largest Losing Trade | -15648 | -9068 | -15648 | -46909 | -24402 | -46909 |
Avg Bars in Trades | 79 | 67 | 91 | 79 | 67 | 91 |
Avg Bars in Winners | 153 | 130 | 172 | 153 | 130 | 172 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 24619 | 10503 | 14116 | 24619 | 10503 | 14116 |
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 | 317900 | 231635 | -208953 | -112841 | -88040 | -313107 |
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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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