Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240958.3188 | 70184.2843 | 170774.0345 | 40904.4768 | 48648.4562 | -7743.9795 |
Total P&L (%) | 240.9583 | 70.1843 | 170.774 | 40.9045 | 48.6485 | -7.744 |
Avg Daily Profit (%) | 0.1506 | 0.0439 | 0.1067 | 0.0214 | 0.0248 | -0.005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137650 | -82827 | -133694 | -473238 | -276224 | -372928 |
Profit Factor | 1.2011 | 1.1118 | 1.2995 | 1.016 | 1.0379 | 0.9939 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 196 | 90 | 106 | 196 | 90 | 106 |
Losing Trades | 198 | 107 | 91 | 198 | 107 | 91 |
Profitability (%) | 49.7462 | 45.6853 | 53.8071 | 49.7462 | 45.6853 | 53.8071 |
Ratio Avg Win / Avg Loss | 1.2134 | 1.3218 | 1.1156 | 1.0263 | 1.2339 | 0.8533 |
Largest Winning Trade | 46383 | 46383 | 41801 | 103390 | 103390 | 100069 |
Largest Losing Trade | -53521 | -43418 | -53521 | -163244 | -52279 | -163244 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 4699 | 2450 | 2249 | 4699 | 2450 | 2249 |
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 | 321017 | -232798 | -49166 | -367084 | -341005 | -579530 |
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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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