Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304746.1766 | 83209.6921 | 221536.4845 | 208286.4788 | -28285.4153 | 236571.8941 |
Total P&L (%) | 304.7462 | 83.2097 | 221.5365 | 208.2865 | -28.2854 | 236.5719 |
Avg Daily Profit (%) | 0.1905 | 0.052 | 0.1385 | 0.0704 | -0.0208 | 0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113671 | -111636 | -69645 | -234178 | -271962 | -128818 |
Profit Factor | 1.2786 | 1.1301 | 1.4877 | 1.1075 | 0.9742 | 1.2809 |
Total Trades | 393 | 196 | 197 | 393 | 196 | 197 |
Winning Trades | 171 | 69 | 102 | 171 | 69 | 102 |
Losing Trades | 222 | 127 | 95 | 222 | 127 | 95 |
Profitability (%) | 43.5115 | 35.2041 | 51.7767 | 43.5115 | 35.2041 | 51.7767 |
Ratio Avg Win / Avg Loss | 1.6599 | 2.08 | 1.3856 | 1.4378 | 1.793 | 1.193 |
Largest Winning Trade | 100170 | 100170 | 46228 | 115815 | 115815 | 64867 |
Largest Losing Trade | -36078 | -36078 | -14623 | -46096 | -46096 | -41078 |
Avg Bars in Trades | 12 | 14 | 9 | 12 | 14 | 9 |
Avg Bars in Winners | 14 | 19 | 11 | 14 | 19 | 11 |
Avg Bars in Losers | 10 | 11 | 7 | 10 | 11 | 7 |
Bars Traded | 4757 | 2853 | 1904 | 4757 | 2853 | 1904 |
Profit Streak | 7.076 | 0 | 8.076 | 7.076 | 0 | 8.076 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327475 | -204755 | -5226 | -200666 | -583005 | -89963 |
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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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