Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376709.8402 | 350242.9544 | 26466.8858 | 81946.0152 | 236237.0389 | -154291.0237 |
Total P&L (%) | 376.7098 | 350.243 | 26.4669 | 81.946 | 236.237 | -154.291 |
Avg Daily Profit (%) | 0.3038 | 0.2825 | 0.0213 | 0.0483 | 0.0978 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154597 | -89513 | -121291 | -307774 | -152071 | -253121 |
Profit Factor | 1.4175 | 1.6938 | 1.0666 | 1.0581 | 1.3209 | 0.7715 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 96 | 41 | 55 | 96 | 41 | 55 |
Losing Trades | 133 | 73 | 60 | 133 | 73 | 60 |
Profitability (%) | 41.9214 | 35.9649 | 47.8261 | 41.9214 | 35.9649 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.9639 | 3.0158 | 1.1636 | 1.4659 | 2.3519 | 0.8416 |
Largest Winning Trade | 229863 | 229863 | 38108 | 245708 | 245708 | 42622 |
Largest Losing Trade | -43269 | -26211 | -43269 | -141546 | -50834 | -141546 |
Avg Bars in Trades | 63 | 84 | 43 | 63 | 84 | 43 |
Avg Bars in Winners | 81 | 108 | 62 | 81 | 108 | 62 |
Avg Bars in Losers | 50 | 71 | 26 | 50 | 71 | 26 |
Bars Traded | 14628 | 9646 | 4982 | 14628 | 9646 | 4982 |
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 | 305215 | 209737 | -316138 | -287032 | -66736 | -581871 |
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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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