Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684203.7189 | 587514.7318 | 96688.9871 | 167771.6833 | 545275.2075 | -377503.5242 |
Total P&L (%) | 684.2037 | 587.5147 | 96.689 | 167.7717 | 545.2752 | -377.5035 |
Avg Daily Profit (%) | 0.288 | 0.2473 | 0.0407 | 0.0415 | 0.0785 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187971 | -98333 | -240648 | -582739 | -266397 | -731610 |
Profit Factor | 1.4473 | 1.7443 | 1.1306 | 1.0511 | 1.3462 | 0.7792 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 161 | 87 | 74 | 161 | 87 | 74 |
Profitability (%) | 44.2907 | 40 | 48.6111 | 44.2907 | 40 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.8204 | 2.6165 | 1.1952 | 1.3221 | 2.0193 | 0.8237 |
Largest Winning Trade | 232652 | 232652 | 51564 | 324883 | 324883 | 91852 |
Largest Losing Trade | -62780 | -62780 | -59724 | -207078 | -108695 | -207078 |
Avg Bars in Trades | 16 | 22 | 9 | 16 | 22 | 9 |
Avg Bars in Winners | 22 | 35 | 11 | 22 | 35 | 11 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 4688 | 3307 | 1381 | 4688 | 3307 | 1381 |
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 | 376334 | 286825 | -215848 | -302294 | -90023 | -581213 |
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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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