Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332538.3104 | 58173.4556 | 274364.8547 | 229538.2435 | -185384.7188 | 414922.9623 |
Total P&L (%) | 332.5383 | 58.1735 | 274.3649 | 229.5382 | -185.3847 | 414.923 |
Avg Daily Profit (%) | 0.2172 | 0.038 | 0.1792 | 0.0779 | 0 | 0.1071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88949 | -124871 | -78044 | -453551 | -537111 | -220622 |
Profit Factor | 1.3563 | 1.1054 | 1.7194 | 1.0948 | 0.8709 | 1.4216 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 49.2891 | 44.7619 | 53.7736 | 49.2891 | 44.7619 | 53.7736 |
Ratio Avg Win / Avg Loss | 1.3955 | 1.3641 | 1.4781 | 1.1264 | 1.0748 | 1.2221 |
Largest Winning Trade | 57717 | 57717 | 40035 | 189703 | 189703 | 174870 |
Largest Losing Trade | -35955 | -35955 | -32195 | -226224 | -226224 | -128913 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Losers | 16 | 20 | 12 | 16 | 20 | 12 |
Bars Traded | 4352 | 2479 | 1873 | 4352 | 2479 | 1873 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334858 | -249547 | 363084 | -204031 | -581145 | -48713 |
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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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