Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383526.4019 | 300487.5821 | 83038.8198 | 95189.4342 | -199451.5296 | 294640.9637 |
Total P&L (%) | 383.5264 | 300.4876 | 83.0388 | 95.1894 | -199.4515 | 294.641 |
Avg Daily Profit (%) | 0.2 | 0.1567 | 0.0433 | 0.0349 | 0 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168223 | -103264 | -110128 | -1084852 | -807423 | -418965 |
Profit Factor | 1.3651 | 1.5824 | 1.1553 | 1.0226 | 0.9158 | 1.1599 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 47.6703 | 45 | 50.3597 | 47.6703 | 45 | 50.3597 |
Ratio Avg Win / Avg Loss | 1.4985 | 1.934 | 1.1388 | 1.1226 | 1.1193 | 1.1433 |
Largest Winning Trade | 163785 | 163785 | 59093 | 487879 | 487879 | 261265 |
Largest Losing Trade | -47513 | -47513 | -30159 | -409327 | -409327 | -138549 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 11226 | 5606 | 5620 | 11226 | 5606 | 5620 |
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 | 311616 | 289581 | -184872 | -341403 | -581238 | -142111 |
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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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