Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396110.239 | 336126.7126 | 59983.5264 | 288119.8644 | 319198.7819 | -31078.9175 |
Total P&L (%) | 396.1102 | 336.1267 | 59.9835 | 288.1199 | 319.1988 | -31.0789 |
Avg Daily Profit (%) | 0.3209 | 0.2723 | 0.0486 | 0.1099 | 0.1162 | -0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114689 | -66475 | -151235 | -137783 | -129073 | -189417 |
Profit Factor | 1.4156 | 1.7689 | 1.1163 | 1.2637 | 1.6156 | 0.9458 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 50.885 | 51.3274 | 50.4425 | 50.885 | 51.3274 | 50.4425 |
Ratio Avg Win / Avg Loss | 1.3664 | 1.6774 | 1.0967 | 1.2198 | 1.532 | 0.9293 |
Largest Winning Trade | 69425 | 69425 | 34642 | 211066 | 211066 | 45798 |
Largest Losing Trade | -51707 | -29325 | -51707 | -81750 | -74162 | -81750 |
Avg Bars in Trades | 63 | 74 | 53 | 63 | 74 | 53 |
Avg Bars in Winners | 69 | 79 | 59 | 69 | 79 | 59 |
Avg Bars in Losers | 57 | 68 | 47 | 57 | 68 | 47 |
Bars Traded | 14376 | 8367 | 6009 | 14376 | 8367 | 6009 |
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 | 386728 | 414431 | -221515 | -45065 | -34916 | -580974 |
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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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