Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594858.8428 | 511345.8638 | 83512.9789 | 359729.024 | -451544.6024 | 811273.6264 |
Total P&L (%) | 594.8588 | 511.3459 | 83.513 | 359.729 | -451.5446 | 811.2736 |
Avg Daily Profit (%) | 0.301 | 0.2588 | 0.0423 | 0.0772 | 0 | 0.1119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140372 | -121896 | -113886 | -1608004 | -1341860 | -336974 |
Profit Factor | 1.6295 | 1.9675 | 1.2006 | 1.0936 | 0.8254 | 1.6461 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Profitability (%) | 40.2655 | 37.1681 | 43.3628 | 40.2655 | 37.1681 | 43.3628 |
Ratio Avg Win / Avg Loss | 2.4175 | 3.3259 | 1.5681 | 1.6224 | 1.3953 | 2.15 |
Largest Winning Trade | 196073 | 196073 | 72135 | 793964 | 691971 | 793964 |
Largest Losing Trade | -37920 | -37920 | -31028 | -718454 | -718454 | -166019 |
Avg Bars in Trades | 50 | 57 | 44 | 50 | 57 | 44 |
Avg Bars in Winners | 81 | 99 | 65 | 81 | 99 | 65 |
Avg Bars in Losers | 30 | 32 | 28 | 30 | 32 | 28 |
Bars Traded | 11521 | 6465 | 5056 | 11521 | 6465 | 5056 |
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 | 337816 | 253214 | -138701 | -208850 | -584355 | -42923 |
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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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