Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530194.0375 | 571375.0151 | -41180.9777 | 40641.8333 | 108889.4285 | -68247.5953 |
Total P&L (%) | 530.194 | 571.375 | -41.181 | 40.6418 | 108.8894 | -68.2476 |
Avg Daily Profit (%) | 0.2891 | 0.3116 | -0.0225 | 0.0186 | 0.0402 | -0.0625 |
Buy And Hold Return (%) | 192.7162 | 192.7162 | 192.7162 | 192.7162 | 192.7162 | 192.7162 |
Max Trade Drawdown | -207007 | -146661 | -115007 | -271606 | -194797 | -83635 |
Profit Factor | 1.5845 | 2.3589 | 0.9154 | 1.0623 | 1.3095 | 0.7729 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Losing Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Profitability (%) | 51.5021 | 53.8462 | 49.1379 | 51.5021 | 53.8462 | 49.1379 |
Ratio Avg Win / Avg Loss | 1.492 | 2.0219 | 0.9475 | 1.0003 | 1.1224 | 0.8 |
Largest Winning Trade | 444781 | 444781 | 41791 | 116888 | 116888 | 28746 |
Largest Losing Trade | -50244 | -50244 | -46897 | -120202 | -120202 | -49915 |
Avg Bars in Trades | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Winners | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Losers | 42 | 37 | 46 | 42 | 37 | 46 |
Bars Traded | 10713 | 5306 | 5407 | 10713 | 5306 | 5407 |
Profit Streak | 0 | 0 | 30.5425 | 0 | 0 | 30.5425 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313330 | 381507 | -579823 | -484364 | -304612 | -579823 |
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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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