Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528617.0536 | 441290.1143 | 87326.9393 | 317874.9233 | -263945.5355 | 581820.4588 |
Total P&L (%) | 528.6171 | 441.2901 | 87.3269 | 317.8749 | -263.9455 | 581.8205 |
Avg Daily Profit (%) | 0.2537 | 0.2118 | 0.0419 | 0.0687 | 0 | 0.0922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104574 | -95209 | -159733 | -715786 | -841483 | -262975 |
Profit Factor | 1.5337 | 1.9209 | 1.1708 | 1.0827 | 0.8792 | 1.3505 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 40.2913 | 34.9515 | 45.6311 | 40.2913 | 34.9515 | 45.6311 |
Ratio Avg Win / Avg Loss | 2.2728 | 3.575 | 1.395 | 1.6044 | 1.6363 | 1.6091 |
Largest Winning Trade | 250360 | 250360 | 57912 | 447823 | 447823 | 231689 |
Largest Losing Trade | -35756 | -24177 | -35756 | -194270 | -194270 | -128182 |
Avg Bars in Trades | 118 | 107 | 130 | 118 | 107 | 130 |
Avg Bars in Winners | 187 | 181 | 191 | 187 | 181 | 191 |
Avg Bars in Losers | 73 | 68 | 78 | 73 | 68 | 78 |
Bars Traded | 24504 | 11084 | 13420 | 24504 | 11084 | 13420 |
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 | 303224 | 188557 | -171547 | -232422 | -584132 | -69954 |
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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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