Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382808.2707 | 340352.971 | 42455.2997 | -27072.1562 | 34438.9232 | -61511.0793 |
Total P&L (%) | 382.8083 | 340.353 | 42.4553 | -27.0722 | 34.4389 | -61.5111 |
Avg Daily Profit (%) | 0.204 | 0.1814 | 0.0226 | -0.0168 | 0.0158 | -0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155014 | -74795 | -243609 | -120520 | -26392 | -118458 |
Profit Factor | 1.2978 | 1.5315 | 1.0658 | 0.9449 | 1.157 | 0.774 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 45.7265 | 45.2991 | 46.1538 | 45.7265 | 45.2991 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.5404 | 1.8494 | 1.2435 | 1.1215 | 1.3971 | 0.903 |
Largest Winning Trade | 170105 | 170105 | 82523 | 64146 | 64146 | 56947 |
Largest Losing Trade | -52757 | -38274 | -52757 | -62931 | -30991 | -62931 |
Avg Bars in Trades | 95 | 85 | 105 | 95 | 85 | 105 |
Avg Bars in Winners | 125 | 115 | 135 | 125 | 115 | 135 |
Avg Bars in Losers | 69 | 60 | 79 | 69 | 60 | 79 |
Bars Traded | 22284 | 9958 | 12326 | 22284 | 9958 | 12326 |
Profit Streak | 0 | 12.8393 | 0 | 0 | 12.8393 | 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 | 302399 | 310010 | -314488 | -579548 | -223829 | -582516 |
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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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