Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493883.0112 | 325509.2199 | 168373.7913 | 642640.9517 | 12425.4107 | 630215.5409 |
Total P&L (%) | 493.883 | 325.5092 | 168.3738 | 642.641 | 12.4254 | 630.2155 |
Avg Daily Profit (%) | 0.2576 | 0.1698 | 0.0878 | 0.1046 | 0.0061 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106471 | -88837 | -57439 | -1733228 | -1320039 | -985154 |
Profit Factor | 1.5121 | 1.6411 | 1.3687 | 1.0963 | 1.0034 | 1.2111 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 157 | 83 | 74 | 157 | 83 | 74 |
Profitability (%) | 43.7276 | 40.7143 | 46.7626 | 43.7276 | 40.7143 | 46.7626 |
Ratio Avg Win / Avg Loss | 1.9459 | 2.3897 | 1.5582 | 1.4108 | 1.461 | 1.3788 |
Largest Winning Trade | 127168 | 127168 | 48137 | 1047041 | 1047041 | 378202 |
Largest Losing Trade | -30124 | -30124 | -29569 | -595296 | -433263 | -595296 |
Avg Bars in Trades | 40 | 41 | 40 | 40 | 41 | 40 |
Avg Bars in Winners | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 11416 | 5824 | 5592 | 11416 | 5824 | 5592 |
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 | 346480 | 240333 | -75557 | -168491 | -495599 | -55974 |
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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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