Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214959.6381 | -15335.9978 | 230295.636 | 86908.9247 | -213662.232 | 300571.1567 |
Total P&L (%) | 214.9596 | -15.336 | 230.2956 | 86.9089 | -213.6622 | 300.5712 |
Avg Daily Profit (%) | 0.1407 | -0.01 | 0.1507 | 0.0409 | 0 | 0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118380 | -85547 | -83493 | -564018 | -425250 | -331925 |
Profit Factor | 1.2089 | 0.97 | 1.4449 | 1.0225 | 0.8871 | 1.1529 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 195 | 78 | 117 | 195 | 78 | 117 |
Losing Trades | 235 | 137 | 98 | 235 | 137 | 98 |
Profitability (%) | 45.3488 | 36.2791 | 54.4186 | 45.3488 | 36.2791 | 54.4186 |
Ratio Avg Win / Avg Loss | 1.4568 | 1.7038 | 1.2103 | 1.2323 | 1.558 | 0.9657 |
Largest Winning Trade | 65328 | 65328 | 40845 | 237320 | 237320 | 141023 |
Largest Losing Trade | -27355 | -22257 | -27355 | -139221 | -109500 | -139221 |
Avg Bars in Trades | 42 | 32 | 51 | 42 | 32 | 51 |
Avg Bars in Winners | 58 | 49 | 65 | 58 | 49 | 65 |
Avg Bars in Losers | 28 | 23 | 35 | 28 | 23 | 35 |
Bars Traded | 18154 | 7060 | 11093 | 18154 | 7060 | 11093 |
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 | -5256 | -582766 | 335228 | -333518 | -582766 | -124485 |
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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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