Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601418.662 | 433214.8503 | 168203.8117 | 314791.8638 | 241475.0416 | 73316.8222 |
Total P&L (%) | 601.4187 | 433.2149 | 168.2038 | 314.7919 | 241.475 | 73.3168 |
Avg Daily Profit (%) | 0.4083 | 0.2941 | 0.1142 | 0.0966 | 0.0834 | 0.0373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75106 | -121465 | -79624 | -598048 | -655459 | -290605 |
Profit Factor | 1.5492 | 1.7689 | 1.3163 | 1.0827 | 1.1219 | 1.0402 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 88 | 36 | 52 | 88 | 36 | 52 |
Losing Trades | 135 | 76 | 59 | 135 | 76 | 59 |
Profitability (%) | 39.4619 | 32.1429 | 46.8468 | 39.4619 | 32.1429 | 46.8468 |
Ratio Avg Win / Avg Loss | 2.3766 | 3.7344 | 1.4935 | 1.661 | 2.3684 | 1.1802 |
Largest Winning Trade | 320273 | 320273 | 39935 | 407838 | 407838 | 164985 |
Largest Losing Trade | -51450 | -33759 | -51450 | -164525 | -164525 | -147511 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 2934 | 1344 | 1590 | 2934 | 1344 | 1590 |
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 | 355768 | 174844 | -41575 | -195078 | -173847 | -320578 |
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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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