Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461636.8755 | 366782.4463 | 94854.4292 | 66279.5206 | -53093.5114 | 119373.032 |
Total P&L (%) | 461.6369 | 366.7824 | 94.8544 | 66.2795 | -53.0935 | 119.373 |
Avg Daily Profit (%) | 0.2636 | 0.2094 | 0.0542 | 0.029 | -0.0432 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112329 | -114017 | -102378 | -455102 | -418963 | -329871 |
Profit Factor | 1.3719 | 1.4816 | 1.1977 | 1.0198 | 0.9751 | 1.0985 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 129 | 48 | 81 | 129 | 48 | 81 |
Losing Trades | 159 | 96 | 63 | 159 | 96 | 63 |
Profitability (%) | 44.7917 | 33.3333 | 56.25 | 44.7917 | 33.3333 | 56.25 |
Ratio Avg Win / Avg Loss | 1.6909 | 2.9631 | 0.9316 | 1.257 | 1.9502 | 0.8544 |
Largest Winning Trade | 268424 | 268424 | 39652 | 332336 | 332336 | 64260 |
Largest Losing Trade | -31680 | -26527 | -31680 | -137340 | -137340 | -83297 |
Avg Bars in Trades | 12 | 17 | 6 | 12 | 17 | 6 |
Avg Bars in Winners | 14 | 25 | 7 | 14 | 25 | 7 |
Avg Bars in Losers | 10 | 13 | 4 | 10 | 13 | 4 |
Bars Traded | 3458 | 2558 | 900 | 3458 | 2558 | 900 |
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 | 344063 | 130666 | -124370 | -353300 | -584376 | -245894 |
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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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