Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369659.9156 | 261364.097 | 108295.8186 | 514285.9486 | 497199.7876 | 17086.1609 |
Total P&L (%) | 369.6599 | 261.3641 | 108.2958 | 514.2859 | 497.1998 | 17.0862 |
Avg Daily Profit (%) | 0.3549 | 0.2509 | 0.104 | 0.1744 | 0.1717 | 0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93663 | -73652 | -44850 | -1360785 | -897570 | -572343 |
Profit Factor | 1.4933 | 1.6583 | 1.3073 | 1.0764 | 1.1377 | 1.0055 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Profitability (%) | 38.79 | 38.2979 | 39.2857 | 38.79 | 38.2979 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.3563 | 2.6716 | 2.0204 | 1.6985 | 1.833 | 1.5539 |
Largest Winning Trade | 172757 | 172757 | 32320 | 604334 | 604334 | 359438 |
Largest Losing Trade | -17219 | -17219 | -15801 | -265303 | -219069 | -265303 |
Avg Bars in Trades | 87 | 80 | 94 | 87 | 80 | 94 |
Avg Bars in Winners | 138 | 119 | 157 | 138 | 119 | 157 |
Avg Bars in Losers | 55 | 56 | 54 | 55 | 56 | 54 |
Bars Traded | 24641 | 11381 | 13260 | 24641 | 11381 | 13260 |
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 | 303525 | 232761 | -57291 | -130440 | -65248 | -399189 |
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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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