Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343706.4751 | 388401.3492 | -44694.8741 | -94047.2701 | -87371.183 | -6676.0871 |
Total P&L (%) | 343.7065 | 388.4013 | -44.6949 | -94.0473 | -87.3712 | -6.6761 |
Avg Daily Profit (%) | 0.2334 | 0.2638 | -0.0304 | -0.1914 | -0.1404 | -0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -305926 | -280676 | -97130 | -581355 | -564213 | -21915 |
Profit Factor | 1.2948 | 1.4233 | 0.8201 | 0.8872 | 0.883 | 0.9233 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 135 | 62 | 73 | 135 | 62 | 73 |
Losing Trades | 132 | 71 | 61 | 132 | 71 | 61 |
Profitability (%) | 50.5618 | 46.6165 | 54.4776 | 50.5618 | 46.6165 | 54.4776 |
Ratio Avg Win / Avg Loss | 1.266 | 1.6299 | 0.6853 | 0.8675 | 1.0111 | 0.7715 |
Largest Winning Trade | 490269 | 490269 | 9660 | 477211 | 477211 | 15424 |
Largest Losing Trade | -56866 | -56866 | -23736 | -245296 | -245296 | -21698 |
Avg Bars in Trades | 32 | 60 | 4 | 32 | 60 | 4 |
Avg Bars in Winners | 30 | 61 | 4 | 30 | 61 | 4 |
Avg Bars in Losers | 34 | 60 | 3 | 34 | 60 | 3 |
Bars Traded | 8691 | 8092 | 599 | 8691 | 8092 | 599 |
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 | 339411 | 309498 | -580118 | -579308 | -580628 | -580118 |
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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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