Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613376.428 | 512168.4877 | 101207.9403 | -39947.1628 | 50342.2097 | -90289.3725 |
Total P&L (%) | 613.3764 | 512.1685 | 101.2079 | -39.9472 | 50.3422 | -90.2894 |
Avg Daily Profit (%) | 0.4147 | 0.3463 | 0.0684 | -0.0345 | 0.0276 | -0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161783 | -167180 | -93352 | -624511 | -398542 | -359035 |
Profit Factor | 1.5407 | 1.8525 | 1.1896 | 0.9697 | 1.0772 | 0.8643 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 108 | 43 | 65 | 108 | 43 | 65 |
Losing Trades | 126 | 74 | 52 | 126 | 74 | 52 |
Profitability (%) | 46.1538 | 36.7521 | 55.5556 | 46.1538 | 36.7521 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7975 | 3.1881 | 0.9517 | 1.1313 | 1.8539 | 0.6915 |
Largest Winning Trade | 444222 | 444222 | 48742 | 325654 | 325654 | 135379 |
Largest Losing Trade | -88547 | -30175 | -88547 | -356500 | -175460 | -356500 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 4330 | 2167 | 2163 | 4330 | 2167 | 2163 |
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 | 451635 | 276709 | -114398 | -579104 | -296916 | -580023 |
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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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