Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189255.1365 | 43032.3784 | 146222.7581 | 195695.1386 | -57374.0584 | 253069.197 |
Total P&L (%) | 189.2551 | 43.0324 | 146.2228 | 195.6951 | -57.3741 | 253.0692 |
Avg Daily Profit (%) | 0.3634 | 0.0826 | 0.2807 | 0.2084 | -0.1636 | 0.2425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55580 | -72896 | -46804 | -234832 | -323653 | -204831 |
Profit Factor | 1.2129 | 1.0985 | 1.3235 | 1.0687 | 0.9602 | 1.1801 |
Total Trades | 449 | 224 | 225 | 449 | 224 | 225 |
Winning Trades | 252 | 110 | 142 | 252 | 110 | 142 |
Losing Trades | 197 | 114 | 83 | 197 | 114 | 83 |
Profitability (%) | 56.1247 | 49.1071 | 63.1111 | 56.1247 | 49.1071 | 63.1111 |
Ratio Avg Win / Avg Loss | 0.9482 | 1.1384 | 0.7736 | 0.8355 | 0.9951 | 0.6898 |
Largest Winning Trade | 21449 | 19954 | 21449 | 79888 | 79888 | 54259 |
Largest Losing Trade | -24894 | -15456 | -24894 | -83410 | -61208 | -83410 |
Avg Bars in Trades | 55 | 41 | 69 | 55 | 41 | 69 |
Avg Bars in Winners | 50 | 43 | 57 | 50 | 43 | 57 |
Avg Bars in Losers | 60 | 39 | 89 | 60 | 39 | 89 |
Bars Traded | 24795 | 9255 | 15540 | 24795 | 9255 | 15540 |
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 | 341069 | -197092 | 310498 | -136305 | -581077 | -14354 |
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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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