Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429288.6486 | 290421.9974 | 138866.6511 | 494604.541 | 392840.8015 | 101763.7396 |
Total P&L (%) | 429.2886 | 290.422 | 138.8667 | 494.6045 | 392.8408 | 101.7637 |
Avg Daily Profit (%) | 0.4211 | 0.2849 | 0.1362 | 0.175 | 0.1566 | 0.0689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96850 | -76350 | -85950 | -266717 | -229596 | -125747 |
Profit Factor | 1.4995 | 1.6849 | 1.3189 | 1.3088 | 1.4623 | 1.1353 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 40.678 | 39.8305 | 41.5254 | 40.678 | 39.8305 | 41.5254 |
Ratio Avg Win / Avg Loss | 2.1867 | 2.5453 | 1.8572 | 1.9086 | 2.2089 | 1.5987 |
Largest Winning Trade | 208871 | 208871 | 48947 | 365561 | 365561 | 87082 |
Largest Losing Trade | -25180 | -18175 | -25180 | -102412 | -91174 | -102412 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 2924 | 1486 | 1438 | 2924 | 1486 | 1438 |
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 | 353256 | 274369 | -13110 | 235575 | 198684 | -174797 |
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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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