Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347650.9658 | 310539.579 | 37111.3868 | 83657.6253 | 144887.2046 | -61229.5794 |
Total P&L (%) | 347.651 | 310.5396 | 37.1114 | 83.6576 | 144.8872 | -61.2296 |
Avg Daily Profit (%) | 0.3337 | 0.2981 | 0.0356 | 0.0584 | 0.086 | -0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126903 | -102735 | -45115 | -636349 | -485329 | -198145 |
Profit Factor | 1.4939 | 1.6195 | 1.1832 | 1.0499 | 1.1226 | 0.876 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 123 | 53 | 70 | 123 | 53 | 70 |
Losing Trades | 142 | 79 | 63 | 142 | 79 | 63 |
Profitability (%) | 46.4151 | 40.1515 | 52.6316 | 46.4151 | 40.1515 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.7247 | 2.4139 | 1.0649 | 1.2121 | 1.6733 | 0.7884 |
Largest Winning Trade | 317321 | 317321 | 17013 | 598724 | 598724 | 32338 |
Largest Losing Trade | -33217 | -33217 | -13145 | -146782 | -146782 | -107790 |
Avg Bars in Trades | 93 | 163 | 23 | 93 | 163 | 23 |
Avg Bars in Winners | 116 | 240 | 22 | 116 | 240 | 22 |
Avg Bars in Losers | 72 | 112 | 23 | 72 | 112 | 23 |
Bars Traded | 24698 | 21634 | 3064 | 24698 | 21634 | 3064 |
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 | 400915 | 269692 | -166318 | -280579 | -166679 | -580360 |
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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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