Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298372.7423 | 262086.5253 | 36286.217 | 86151.0152 | 119913.8083 | -33762.793 |
Total P&L (%) | 298.3727 | 262.0865 | 36.2862 | 86.151 | 119.9138 | -33.7628 |
Avg Daily Profit (%) | 0.2865 | 0.2516 | 0.0348 | 0.0597 | 0.0757 | -0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82919 | -76264 | -41095 | -381646 | -301265 | -126917 |
Profit Factor | 1.4474 | 1.6073 | 1.1541 | 1.0609 | 1.13 | 0.9316 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 151 | 83 | 68 | 151 | 83 | 68 |
Profitability (%) | 41.2451 | 35.6589 | 46.875 | 41.2451 | 35.6589 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0618 | 2.9002 | 1.308 | 1.5112 | 2.039 | 1.0558 |
Largest Winning Trade | 265228 | 265228 | 25938 | 412333 | 412333 | 32844 |
Largest Losing Trade | -25161 | -25161 | -11677 | -115564 | -115564 | -55788 |
Avg Bars in Trades | 96 | 148 | 43 | 96 | 148 | 43 |
Avg Bars in Winners | 133 | 238 | 53 | 133 | 238 | 53 |
Avg Bars in Losers | 70 | 98 | 35 | 70 | 98 | 35 |
Bars Traded | 24766 | 19146 | 5620 | 24766 | 19146 | 5620 |
Profit Streak | 0 | 0 | 10.1894 | 0 | 0 | 10.1894 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302232 | 191364 | -200670 | -267770 | -174067 | -579882 |
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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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