Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304719.8651 | 240225.4345 | 64494.4307 | -31957.6985 | 51448.7349 | -83406.4334 |
Total P&L (%) | 304.7199 | 240.2254 | 64.4944 | -31.9577 | 51.4487 | -83.4064 |
Avg Daily Profit (%) | 0.1596 | 0.1258 | 0.0338 | -0.0202 | 0.0217 | -0.094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189999 | -136040 | -89256 | -407455 | -258019 | -164757 |
Profit Factor | 1.339 | 1.4878 | 1.1586 | 0.966 | 1.1024 | 0.8092 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Profitability (%) | 51.1211 | 52.2523 | 50 | 51.1211 | 52.2523 | 50 |
Ratio Avg Win / Avg Loss | 1.2802 | 1.3596 | 1.1586 | 0.9236 | 1.0074 | 0.8092 |
Largest Winning Trade | 292174 | 292174 | 47056 | 260423 | 260423 | 38083 |
Largest Losing Trade | -43867 | -40407 | -43867 | -89502 | -89502 | -76724 |
Avg Bars in Trades | 24 | 31 | 16 | 24 | 31 | 16 |
Avg Bars in Winners | 26 | 34 | 18 | 26 | 34 | 18 |
Avg Bars in Losers | 21 | 28 | 15 | 21 | 28 | 15 |
Bars Traded | 5409 | 3522 | 1887 | 5409 | 3522 | 1887 |
Profit Streak | 0 | 36.6041 | 0 | 0 | 36.6041 | 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 | 330762 | -23241 | -194147 | -579187 | -272373 | -580756 |
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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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