Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535055.22 | 467873.2681 | 67181.9519 | 29041.6373 | -139366.9784 | 168408.6156 |
Total P&L (%) | 535.0552 | 467.8733 | 67.182 | 29.0416 | -139.367 | 168.4086 |
Avg Daily Profit (%) | 0.2458 | 0.215 | 0.0309 | 0.0117 | 0 | 0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172782 | -145249 | -89190 | -1063409 | -950590 | -455873 |
Profit Factor | 1.5232 | 1.9363 | 1.1285 | 1.0073 | 0.9276 | 1.0825 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 45.5285 | 39.8374 | 51.2195 | 45.5285 | 39.8374 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.8224 | 2.9242 | 1.0747 | 1.2052 | 1.4008 | 1.031 |
Largest Winning Trade | 427865 | 427865 | 52900 | 231380 | 231380 | 197246 |
Largest Losing Trade | -51287 | -30156 | -51287 | -341241 | -341241 | -294535 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
Bars Traded | 4242 | 1946 | 2296 | 4242 | 1946 | 2296 |
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 | 389324 | 270877 | -230830 | -393026 | -583013 | -261839 |
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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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