Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412019.0743 | 232831.6726 | 179187.4017 | 90364.6001 | -281790.4523 | 372155.0524 |
Total P&L (%) | 412.0191 | 232.8317 | 179.1874 | 90.3646 | -281.7905 | 372.1551 |
Avg Daily Profit (%) | 0.2692 | 0.1521 | 0.1171 | 0.0421 | 0 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131403 | -122124 | -53102 | -513331 | -632955 | -131255 |
Profit Factor | 1.3699 | 1.3283 | 1.4428 | 1.0263 | 0.874 | 1.3105 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 157 | 72 | 85 | 157 | 72 | 85 |
Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
Profitability (%) | 48.9097 | 45 | 52.795 | 48.9097 | 45 | 52.795 |
Ratio Avg Win / Avg Loss | 1.431 | 1.6235 | 1.29 | 1.0721 | 1.0682 | 1.1717 |
Largest Winning Trade | 288504 | 288504 | 53265 | 292381 | 292381 | 94940 |
Largest Losing Trade | -35359 | -35359 | -32563 | -125690 | -125690 | -102374 |
Avg Bars in Trades | 55 | 67 | 44 | 55 | 67 | 44 |
Avg Bars in Winners | 67 | 76 | 60 | 67 | 76 | 60 |
Avg Bars in Losers | 44 | 60 | 26 | 44 | 60 | 26 |
Bars Traded | 17926 | 10769 | 7157 | 17926 | 10769 | 7157 |
Profit Streak | 0 | 21.489 | 0 | 0 | 21.489 | 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 | 359205 | 268868 | -35103 | -327049 | -580222 | -56728 |
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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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