Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394872.3849 | 345788.6921 | 49083.6928 | 111840.5035 | 128263.1509 | -16422.6474 |
Total P&L (%) | 394.8724 | 345.7887 | 49.0837 | 111.8405 | 128.2632 | -16.4226 |
Avg Daily Profit (%) | 0.2216 | 0.194 | 0.0275 | 0.0421 | 0.0463 | -0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129569 | -111009 | -93831 | -870209 | -677298 | -484646 |
Profit Factor | 1.2675 | 1.5035 | 1.0622 | 1.0172 | 1.0441 | 0.9954 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 177 | 82 | 95 | 177 | 82 | 95 |
Losing Trades | 221 | 117 | 104 | 221 | 117 | 104 |
Profitability (%) | 44.4724 | 41.206 | 47.7387 | 44.4724 | 41.206 | 47.7387 |
Ratio Avg Win / Avg Loss | 1.5826 | 2.1452 | 1.1628 | 1.2701 | 1.4897 | 1.0897 |
Largest Winning Trade | 118957 | 118957 | 51510 | 257193 | 257193 | 231937 |
Largest Losing Trade | -44065 | -19128 | -44065 | -316408 | -113783 | -316408 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5289 | 2765 | 2524 | 5289 | 2765 | 2524 |
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 | 324378 | 264706 | -309742 | -337986 | -305738 | -579226 |
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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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