Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462791.7599 | 444689.1323 | 18102.6276 | -10281.6701 | -50023.0707 | 39741.4006 |
Total P&L (%) | 462.7918 | 444.6891 | 18.1026 | -10.2817 | -50.0231 | 39.7414 |
Avg Daily Profit (%) | 0.1942 | 0.1866 | 0.0076 | -0.0046 | -0.0291 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142310 | -135521 | -62590 | -222128 | -269118 | -66960 |
Profit Factor | 1.5063 | 1.7079 | 1.0633 | 0.9909 | 0.9423 | 1.1477 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 56.9231 | 55.6701 | 58.1633 | 56.9231 | 55.6701 | 58.1633 |
Ratio Avg Win / Avg Loss | 1.1399 | 1.36 | 0.7649 | 0.7499 | 0.7503 | 0.8256 |
Largest Winning Trade | 272011 | 272011 | 17021 | 145607 | 145607 | 24360 |
Largest Losing Trade | -65613 | -65613 | -45460 | -113509 | -113509 | -35577 |
Avg Bars in Trades | 35 | 62 | 9 | 35 | 62 | 9 |
Avg Bars in Winners | 26 | 46 | 7 | 26 | 46 | 7 |
Avg Bars in Losers | 47 | 81 | 10 | 47 | 81 | 10 |
Bars Traded | 6919 | 6030 | 889 | 6919 | 6030 | 889 |
Profit Streak | 0 | 71.5181 | 0 | 0 | 71.5181 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390042 | 397394 | -342319 | -578859 | -579371 | -234993 |
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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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