Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361524.3154 | 317591.3991 | 43932.9163 | 135764.9659 | 233989.0196 | -98224.0537 |
Total P&L (%) | 361.5243 | 317.5914 | 43.9329 | 135.765 | 233.989 | -98.2241 |
Avg Daily Profit (%) | 0.2042 | 0.1794 | 0.0248 | 0.0485 | 0.0681 | -0.2274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128589 | -86606 | -91217 | -306693 | -228079 | -235447 |
Profit Factor | 1.4326 | 1.7991 | 1.1002 | 1.0733 | 1.273 | 0.9013 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 43.5556 | 43.75 | 43.3628 | 43.5556 | 43.75 | 43.3628 |
Ratio Avg Win / Avg Loss | 1.8565 | 2.3131 | 1.437 | 1.3909 | 1.6367 | 1.1773 |
Largest Winning Trade | 152064 | 152064 | 69986 | 200619 | 200619 | 108634 |
Largest Losing Trade | -51224 | -26466 | -51224 | -113846 | -64485 | -113846 |
Avg Bars in Trades | 45 | 42 | 49 | 45 | 42 | 49 |
Avg Bars in Winners | 69 | 66 | 71 | 69 | 66 | 71 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 10309 | 4706 | 5603 | 10309 | 4706 | 5603 |
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 | 300009 | 294144 | -274698 | -269442 | -103605 | -581946 |
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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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