Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572439.7353 | 534460.1383 | 37979.5971 | 183401.1194 | 350437.3917 | -167036.2723 |
Total P&L (%) | 572.4397 | 534.4601 | 37.9796 | 183.4011 | 350.4374 | -167.0363 |
Avg Daily Profit (%) | 0.2461 | 0.2298 | 0.0163 | 0.0448 | 0.0647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182265 | -120788 | -177375 | -813122 | -673551 | -326048 |
Profit Factor | 1.4294 | 1.7718 | 1.0593 | 1.0471 | 1.1618 | 0.9034 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 42.132 | 40.8163 | 43.4343 | 42.132 | 40.8163 | 43.4343 |
Ratio Avg Win / Avg Loss | 1.9633 | 2.5691 | 1.3795 | 1.4382 | 1.6846 | 1.1766 |
Largest Winning Trade | 115777 | 115777 | 75062 | 463611 | 463611 | 172092 |
Largest Losing Trade | -35958 | -35958 | -32030 | -199764 | -199764 | -152890 |
Avg Bars in Trades | 34 | 26 | 41 | 34 | 26 | 41 |
Avg Bars in Winners | 53 | 36 | 69 | 53 | 36 | 69 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 6747 | 2645 | 4102 | 6747 | 2645 | 4102 |
Profit Streak | 0 | 3.5759 | 0 | 0 | 3.5759 | 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 | 302020 | 268344 | -331581 | -303847 | -152127 | -581954 |
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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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