Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397927.5174 | 204497.1429 | 193430.3745 | 228970.412 | -152977.535 | 381947.947 |
Total P&L (%) | 397.9275 | 204.4971 | 193.4304 | 228.9704 | -152.9775 | 381.9479 |
Avg Daily Profit (%) | 0.2205 | 0.1133 | 0.1072 | 0.066 | 0 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140920 | -120933 | -83867 | -686379 | -501369 | -517956 |
Profit Factor | 1.3858 | 1.4097 | 1.3633 | 1.0619 | 0.9146 | 1.2001 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 50.9804 | 47.6563 | 54.3307 | 50.9804 | 47.6563 | 54.3307 |
Ratio Avg Win / Avg Loss | 1.3325 | 1.5484 | 1.1459 | 1.021 | 1.0046 | 1.0088 |
Largest Winning Trade | 97948 | 97948 | 45401 | 218109 | 137398 | 218109 |
Largest Losing Trade | -58683 | -26568 | -58683 | -268098 | -129052 | -268098 |
Avg Bars in Trades | 84 | 64 | 104 | 84 | 64 | 104 |
Avg Bars in Winners | 99 | 66 | 128 | 99 | 66 | 128 |
Avg Bars in Losers | 68 | 62 | 75 | 68 | 62 | 75 |
Bars Traded | 21429 | 8217 | 13212 | 21429 | 8217 | 13212 |
Profit Streak | 0 | 0 | 47.829 | 0 | 0 | 47.829 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355160 | -40965 | -48078 | -255796 | -580237 | -75745 |
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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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