Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299940.112 | 345523.1402 | -45583.0282 | -41635.818 | 23208.6502 | -64844.4682 |
Total P&L (%) | 299.9401 | 345.5231 | -45.583 | -41.6358 | 23.2087 | -64.8445 |
Avg Daily Profit (%) | 0.1607 | 0.1851 | -0.0244 | -0.0288 | 0.0112 | -0.056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238064 | -99313 | -238064 | -253653 | -140545 | -159573 |
Profit Factor | 1.2355 | 1.7986 | 0.9458 | 0.9492 | 1.0728 | 0.8703 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 123 | 59 | 64 | 121 | 59 | 62 |
Losing Trades | 96 | 50 | 46 | 98 | 50 | 48 |
Profitability (%) | 56.1644 | 54.1284 | 58.1818 | 55.2511 | 54.1284 | 56.3636 |
Ratio Avg Win / Avg Loss | 0.9643 | 1.5242 | 0.6798 | 0.7687 | 0.9091 | 0.6738 |
Largest Winning Trade | 74916 | 74916 | 66489 | 49764 | 30778 | 49764 |
Largest Losing Trade | -238064 | -40036 | -238064 | -149609 | -98672 | -149609 |
Avg Bars in Trades | 24 | 15 | 33 | 24 | 15 | 33 |
Avg Bars in Winners | 23 | 13 | 33 | 27 | 12 | 42 |
Avg Bars in Losers | 25 | 17 | 33 | 20 | 19 | 21 |
Bars Traded | 5395 | 1716 | 3679 | 5395 | 1716 | 3679 |
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 | 271122 | 412348 | -579978 | -578673 | -324234 | -580214 |
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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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