Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497410.135 | 387421.9366 | 109988.1984 | 90555.2165 | 200461.2131 | -109905.9966 |
Total P&L (%) | 497.4101 | 387.4219 | 109.9882 | 90.5552 | 200.4612 | -109.906 |
Avg Daily Profit (%) | 0.3353 | 0.2612 | 0.0741 | 0.0435 | 0.0742 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108921 | -100873 | -109101 | -620309 | -290116 | -606105 |
Profit Factor | 1.4612 | 1.7376 | 1.1988 | 1.0314 | 1.1536 | 0.9305 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 97 | 40 | 57 | 97 | 40 | 57 |
Losing Trades | 145 | 81 | 64 | 145 | 81 | 64 |
Profitability (%) | 40.0826 | 33.0579 | 47.1074 | 40.0826 | 33.0579 | 47.1074 |
Ratio Avg Win / Avg Loss | 2.1842 | 3.5186 | 1.346 | 1.5417 | 2.3359 | 1.0448 |
Largest Winning Trade | 342695 | 342695 | 54393 | 164101 | 155674 | 164101 |
Largest Losing Trade | -52609 | -30946 | -52609 | -210185 | -166663 | -210185 |
Avg Bars in Trades | 35 | 29 | 42 | 35 | 29 | 42 |
Avg Bars in Winners | 57 | 40 | 68 | 57 | 40 | 68 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 8684 | 3520 | 5164 | 8684 | 3520 | 5164 |
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 | 301205 | 176181 | -97187 | -322350 | -150942 | -580469 |
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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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