Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441039.9189 | 391943.931 | 49095.9879 | 27974.5736 | -298259.9446 | 326234.5182 |
Total P&L (%) | 441.0399 | 391.9439 | 49.096 | 27.9746 | -298.2599 | 326.2345 |
Avg Daily Profit (%) | 0.2371 | 0.2107 | 0.0264 | 0.0133 | 0 | 0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253570 | -251032 | -55398 | -1839361 | -1599492 | -525231 |
Profit Factor | 1.3931 | 1.4857 | 1.1558 | 1.0062 | 0.9067 | 1.2466 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 122 | 69 | 53 | 122 | 69 | 53 |
Profitability (%) | 48.5232 | 41.5254 | 55.4622 | 48.5232 | 41.5254 | 55.4622 |
Ratio Avg Win / Avg Loss | 1.4779 | 2.0921 | 0.9282 | 1.0674 | 1.2768 | 1.001 |
Largest Winning Trade | 190135 | 190135 | 18854 | 583912 | 583912 | 245143 |
Largest Losing Trade | -39347 | -39347 | -22002 | -585718 | -585718 | -242723 |
Avg Bars in Trades | 46 | 84 | 8 | 46 | 84 | 8 |
Avg Bars in Winners | 52 | 112 | 8 | 52 | 112 | 8 |
Avg Bars in Losers | 40 | 64 | 8 | 40 | 64 | 8 |
Bars Traded | 10987 | 9942 | 1045 | 10987 | 9942 | 1045 |
Profit Streak | 0 | 7.6422 | 0 | 0 | 7.6422 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333245 | 258620 | -209057 | -391468 | -581969 | -88330 |
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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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