Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507217.9825 | 489865.5981 | 17352.3844 | -28646.4752 | 361607.8802 | -390254.3554 |
Total P&L (%) | 507.218 | 489.8656 | 17.3524 | -28.6465 | 361.6079 | -390.2544 |
Avg Daily Profit (%) | 0.2154 | 0.208 | 0.0074 | -0.0143 | 0.065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157229 | -153109 | -202594 | -1124031 | -734500 | -742965 |
Profit Factor | 1.399 | 1.7167 | 1.0295 | 0.9907 | 1.223 | 0.7299 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 110 | 50 | 60 | 110 | 50 | 60 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 46.4135 | 42.0168 | 50.8475 | 46.4135 | 42.0168 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.6152 | 2.369 | 0.9952 | 1.1438 | 1.6877 | 0.7056 |
Largest Winning Trade | 210887 | 210887 | 54559 | 584814 | 584814 | 210737 |
Largest Losing Trade | -70635 | -32766 | -70635 | -346477 | -274947 | -346477 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 40 | 36 | 43 | 40 | 36 | 43 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 6977 | 3287 | 3690 | 6977 | 3287 | 3690 |
Profit Streak | 0 | 0 | 15.403 | 0 | 0 | 15.403 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363341 | 283624 | -380892 | -578988 | -108508 | -580325 |
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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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