Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364934.3293 | 335984.4558 | 28949.8735 | 113661.115 | 285025.7661 | -171364.6511 |
Total P&L (%) | 364.9343 | 335.9845 | 28.9499 | 113.6611 | 285.0258 | -171.3647 |
Avg Daily Profit (%) | 0.3503 | 0.3225 | 0.0278 | 0.0729 | 0.1295 | 0 |
Buy And Hold Return (%) | 11.1293 | 11.1293 | 11.1293 | 11.1293 | 11.1293 | 11.1293 |
Max Trade Drawdown | -131387 | -80183 | -87133 | -641476 | -390803 | -361360 |
Profit Factor | 1.5157 | 1.9023 | 1.0863 | 1.053 | 1.2511 | 0.8306 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Profitability (%) | 40.249 | 38.3333 | 42.1488 | 40.249 | 38.3333 | 42.1488 |
Ratio Avg Win / Avg Loss | 2.2501 | 3.0603 | 1.4911 | 1.5632 | 2.0127 | 1.14 |
Largest Winning Trade | 305187 | 305187 | 35234 | 587840 | 587840 | 115467 |
Largest Losing Trade | -32029 | -21446 | -32029 | -140887 | -130233 | -140887 |
Avg Bars in Trades | 103 | 96 | 110 | 103 | 96 | 110 |
Avg Bars in Winners | 170 | 161 | 179 | 170 | 161 | 179 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 24859 | 11528 | 13331 | 24859 | 11528 | 13331 |
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 | 319970 | 270279 | -288056 | -259282 | -24008 | -582397 |
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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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