Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303389.9107 | 84598.075 | 218791.8357 | 322159.5172 | -139705.8231 | 461865.3403 |
Total P&L (%) | 303.3899 | 84.5981 | 218.7918 | 322.1595 | -139.7058 | 461.8653 |
Avg Daily Profit (%) | 0.204 | 0.0569 | 0.1471 | 0.0969 | 0 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92442 | -79496 | -45102 | -612290 | -573105 | -369233 |
Profit Factor | 1.4704 | 1.2563 | 1.6949 | 1.1137 | 0.9034 | 1.3328 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 136 | 60 | 76 | 136 | 60 | 76 |
Losing Trades | 118 | 67 | 51 | 118 | 67 | 51 |
Profitability (%) | 53.5433 | 47.2441 | 59.8425 | 53.5433 | 47.2441 | 59.8425 |
Ratio Avg Win / Avg Loss | 1.2758 | 1.4029 | 1.1373 | 0.9663 | 1.0087 | 0.8944 |
Largest Winning Trade | 107910 | 107910 | 61011 | 276118 | 147154 | 276118 |
Largest Losing Trade | -33094 | -33094 | -27931 | -234610 | -234610 | -195731 |
Avg Bars in Trades | 22 | 18 | 26 | 22 | 18 | 26 |
Avg Bars in Winners | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Losers | 14 | 11 | 19 | 14 | 11 | 19 |
Bars Traded | 5765 | 2381 | 3384 | 5765 | 2381 | 3384 |
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 | 390459 | -118169 | 242874 | -158695 | -580122 | -38042 |
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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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