Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403655.8726 | 341786.8532 | 61869.0195 | 32891.3019 | 986961.6923 | -954070.3904 |
Total P&L (%) | 403.6559 | 341.7869 | 61.869 | 32.8913 | 986.9617 | -954.0704 |
Avg Daily Profit (%) | 0.2135 | 0.1808 | 0.0327 | 0.015 | 0.1263 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188348 | -102494 | -131770 | -1919064 | -930760 | -1073478 |
Profit Factor | 1.2868 | 1.6413 | 1.0708 | 1.0046 | 1.3904 | 0.7926 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 171 | 84 | 87 | 171 | 84 | 87 |
Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Profitability (%) | 55.7003 | 54.902 | 56.4935 | 55.7003 | 54.902 | 56.4935 |
Ratio Avg Win / Avg Loss | 1.0234 | 1.3482 | 0.8246 | 0.799 | 1.1421 | 0.6104 |
Largest Winning Trade | 86768 | 86768 | 48804 | 818548 | 818548 | 304350 |
Largest Losing Trade | -73980 | -24557 | -73980 | -660850 | -257034 | -660850 |
Avg Bars in Trades | 23 | 19 | 28 | 23 | 19 | 28 |
Avg Bars in Winners | 22 | 15 | 28 | 22 | 15 | 28 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 7350 | 3007 | 4343 | 7350 | 3007 | 4343 |
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 | 373030 | 382067 | -292705 | -390100 | -22232 | -579407 |
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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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