Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812657.374 | 701183.5378 | 111473.8362 | 366106.8318 | 124734.8586 | 241371.9733 |
Total P&L (%) | 812.6574 | 701.1835 | 111.4738 | 366.1068 | 124.7349 | 241.372 |
Avg Daily Profit (%) | 0.3443 | 0.2971 | 0.0472 | 0.0652 | 0.0343 | 0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130074 | -149497 | -105457 | -1176173 | -1275346 | -603399 |
Profit Factor | 1.7084 | 2.0265 | 1.2402 | 1.0582 | 1.0338 | 1.0931 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 37.2549 | 33.3333 | 41.1765 | 37.2549 | 33.3333 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.8773 | 4.0529 | 1.7717 | 1.7823 | 2.0675 | 1.5616 |
Largest Winning Trade | 473642 | 473642 | 47302 | 1122749 | 1122749 | 293167 |
Largest Losing Trade | -29658 | -29658 | -25391 | -289368 | -289368 | -259926 |
Avg Bars in Trades | 22 | 26 | 18 | 22 | 26 | 18 |
Avg Bars in Winners | 38 | 48 | 29 | 38 | 48 | 29 |
Avg Bars in Losers | 13 | 16 | 11 | 13 | 16 | 11 |
Bars Traded | 4671 | 2752 | 1919 | 4671 | 2752 | 1919 |
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 | 320337 | 224387 | -132432 | -264774 | -335809 | -243830 |
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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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