Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560337.4894 | 463605.1394 | 96732.35 | 352595.1828 | 4118.1566 | 348477.0261 |
Total P&L (%) | 560.3375 | 463.6051 | 96.7324 | 352.5952 | 4.1182 | 348.477 |
Avg Daily Profit (%) | 0.3463 | 0.2865 | 0.0598 | 0.0934 | 0.0025 | 0.0928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121948 | -112179 | -87260 | -655044 | -947216 | -445201 |
Profit Factor | 1.6906 | 1.8748 | 1.3437 | 1.0688 | 1.0012 | 1.1986 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Profitability (%) | 43.3884 | 37.1901 | 49.5868 | 43.3884 | 37.1901 | 49.5868 |
Ratio Avg Win / Avg Loss | 2.2059 | 3.1664 | 1.3661 | 1.3945 | 1.691 | 1.2186 |
Largest Winning Trade | 260154 | 260154 | 52069 | 459793 | 459793 | 306788 |
Largest Losing Trade | -28921 | -28921 | -21869 | -270078 | -270078 | -152302 |
Avg Bars in Trades | 77 | 114 | 39 | 77 | 114 | 39 |
Avg Bars in Winners | 112 | 187 | 55 | 112 | 187 | 55 |
Avg Bars in Losers | 50 | 71 | 23 | 50 | 71 | 23 |
Bars Traded | 18703 | 13894 | 4809 | 18703 | 13894 | 4809 |
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 | 402718 | 241376 | -113135 | -214515 | -578546 | -71532 |
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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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