Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369233.702 | 311139.5555 | 58094.1464 | 389973.4746 | 283053.1561 | 106920.3185 |
Total P&L (%) | 369.2337 | 311.1396 | 58.0941 | 389.9735 | 283.0532 | 106.9203 |
Avg Daily Profit (%) | 0.3545 | 0.2987 | 0.0558 | 0.1527 | 0.129 | 0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62501 | -55524 | -52320 | -285250 | -229604 | -151719 |
Profit Factor | 1.8437 | 2.6104 | 1.2377 | 1.3996 | 1.6359 | 1.2014 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 43.5146 | 44.1667 | 42.8571 | 43.5146 | 44.1667 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.3932 | 3.2999 | 1.6502 | 1.8167 | 2.068 | 1.6019 |
Largest Winning Trade | 284624 | 284624 | 49223 | 367768 | 367768 | 192013 |
Largest Losing Trade | -23863 | -14325 | -23863 | -75279 | -42205 | -75279 |
Avg Bars in Trades | 99 | 40 | 158 | 99 | 40 | 158 |
Avg Bars in Winners | 163 | 59 | 271 | 163 | 59 | 271 |
Avg Bars in Losers | 49 | 25 | 72 | 49 | 25 | 72 |
Bars Traded | 23684 | 4865 | 18819 | 23684 | 4865 | 18819 |
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 | 402066 | 393802 | -121437 | 278951 | -20190 | -102116 |
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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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