Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462934.9699 | 432710.9187 | 30224.0513 | 385628.1963 | 391912.5683 | -6284.372 |
Total P&L (%) | 462.935 | 432.7109 | 30.2241 | 385.6282 | 391.9126 | -6.2844 |
Avg Daily Profit (%) | 0.2486 | 0.2323 | 0.0162 | 0.0849 | 0.0856 | -0.0035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100675 | -62995 | -160586 | -465484 | -504928 | -514885 |
Profit Factor | 1.5661 | 2.4921 | 1.0573 | 1.0867 | 1.2246 | 0.9977 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Profitability (%) | 37.9487 | 39.7959 | 36.0825 | 37.9487 | 39.7959 | 36.0825 |
Ratio Avg Win / Avg Loss | 2.5607 | 3.7701 | 1.8729 | 1.7768 | 1.8526 | 1.7673 |
Largest Winning Trade | 160606 | 160606 | 62781 | 345626 | 345626 | 332126 |
Largest Losing Trade | -34730 | -14441 | -34730 | -190471 | -125474 | -190471 |
Avg Bars in Trades | 111 | 62 | 160 | 111 | 62 | 160 |
Avg Bars in Winners | 205 | 105 | 316 | 205 | 105 | 316 |
Avg Bars in Losers | 53 | 33 | 72 | 53 | 33 | 72 |
Bars Traded | 21687 | 6124 | 15563 | 21687 | 6124 | 15563 |
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 | 258891 | 301905 | -336393 | -207378 | -82234 | -583707 |
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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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