Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442402.4501 | 342567.0512 | 99835.399 | 493664.3932 | 390183.8892 | 103480.504 |
Total P&L (%) | 442.4025 | 342.5671 | 99.8354 | 493.6644 | 390.1839 | 103.4805 |
Avg Daily Profit (%) | 0.3556 | 0.2754 | 0.0803 | 0.1433 | 0.1279 | 0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99849 | -69343 | -99462 | -312665 | -308565 | -221694 |
Profit Factor | 1.4791 | 1.8179 | 1.1978 | 1.2485 | 1.4123 | 1.0995 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 63.4454 | 63.0252 | 63.8655 | 63.4454 | 63.0252 | 63.8655 |
Ratio Avg Win / Avg Loss | 0.8522 | 1.0665 | 0.6777 | 0.7194 | 0.8286 | 0.6221 |
Largest Winning Trade | 54864 | 54864 | 27658 | 110995 | 107223 | 110995 |
Largest Losing Trade | -60602 | -42918 | -60602 | -231481 | -231481 | -197114 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 4839 | 2686 | 2153 | 4839 | 2686 | 2153 |
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 | 422236 | 443926 | -88546 | -396 | -21489 | -227539 |
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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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