Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710486.8388 | 543762.451 | 166724.3878 | 719967.3601 | 312107.4774 | 407859.8827 |
Total P&L (%) | 710.4868 | 543.7625 | 166.7244 | 719.9674 | 312.1075 | 407.8599 |
Avg Daily Profit (%) | 0.4037 | 0.309 | 0.0947 | 0.1196 | 0.0805 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153883 | -125891 | -60415 | -423185 | -436271 | -386870 |
Profit Factor | 1.8234 | 2.0844 | 1.4613 | 1.225 | 1.1779 | 1.2822 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 69 | 25 | 44 | 69 | 25 | 44 |
Losing Trades | 127 | 73 | 54 | 127 | 73 | 54 |
Profitability (%) | 35.2041 | 25.5102 | 44.898 | 35.2041 | 25.5102 | 44.898 |
Ratio Avg Win / Avg Loss | 3.3561 | 6.0864 | 1.7934 | 2.2547 | 3.4394 | 1.5736 |
Largest Winning Trade | 378235 | 378235 | 56307 | 369441 | 369441 | 212878 |
Largest Losing Trade | -29364 | -29364 | -24628 | -172421 | -123922 | -172421 |
Avg Bars in Trades | 106 | 95 | 117 | 106 | 95 | 117 |
Avg Bars in Winners | 208 | 238 | 192 | 208 | 238 | 192 |
Avg Bars in Losers | 51 | 47 | 56 | 51 | 47 | 56 |
Bars Traded | 20908 | 9395 | 11513 | 20908 | 9395 | 11513 |
Profit Streak | 0 | 0 | 34.4032 | 0 | 0 | 34.4032 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306367 | -14926 | -66054 | -36884 | -137088 | -70290 |
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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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