Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351396.654 | 179918.4128 | 171478.2412 | 497125.0311 | -65094.4799 | 562219.511 |
Total P&L (%) | 351.3967 | 179.9184 | 171.4782 | 497.125 | -65.0945 | 562.2195 |
Avg Daily Profit (%) | 0.3162 | 0.1619 | 0.1543 | 0.1609 | -0.0947 | 0.1703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82407 | -75403 | -37025 | -887961 | -891879 | -399460 |
Profit Factor | 1.4524 | 1.3983 | 1.5275 | 1.1006 | 0.9768 | 1.2629 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Losing Trades | 241 | 125 | 116 | 241 | 125 | 116 |
Profitability (%) | 41.2195 | 39.0244 | 43.4146 | 41.2195 | 39.0244 | 43.4146 |
Ratio Avg Win / Avg Loss | 2.0711 | 2.1848 | 1.9909 | 1.5695 | 1.5262 | 1.646 |
Largest Winning Trade | 198567 | 198567 | 24352 | 373567 | 373567 | 226574 |
Largest Losing Trade | -13903 | -13903 | -12639 | -128635 | -109671 | -128635 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 13247 | 6253 | 6994 | 13247 | 6253 | 6994 |
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 | 340873 | 192253 | 279799 | -102723 | -581750 | 241495 |
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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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