Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276554.0112 | 255919.3537 | 20634.6576 | -8678.7521 | 79679.7237 | -88358.4758 |
Total P&L (%) | 276.554 | 255.9194 | 20.6347 | -8.6788 | 79.6797 | -88.3585 |
Avg Daily Profit (%) | 0.2655 | 0.2457 | 0.0198 | -0.0087 | 0.0563 | -0.2062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154246 | -132693 | -54379 | -570823 | -401238 | -198589 |
Profit Factor | 1.2966 | 1.4243 | 1.0627 | 0.9954 | 1.0642 | 0.8668 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 44.5378 | 38.6555 | 50.4202 | 44.5378 | 38.6555 | 50.4202 |
Ratio Avg Win / Avg Loss | 1.6146 | 2.2603 | 1.045 | 1.2396 | 1.6888 | 0.8524 |
Largest Winning Trade | 203540 | 203540 | 20924 | 370291 | 370291 | 60945 |
Largest Losing Trade | -34247 | -34247 | -19757 | -116603 | -116603 | -66409 |
Avg Bars in Trades | 103 | 152 | 53 | 103 | 152 | 53 |
Avg Bars in Winners | 115 | 195 | 53 | 115 | 195 | 53 |
Avg Bars in Losers | 93 | 125 | 54 | 93 | 125 | 54 |
Bars Traded | 24570 | 18173 | 6397 | 24570 | 18173 | 6397 |
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 | 305144 | 191386 | -324631 | -579990 | -271264 | -580961 |
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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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