Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453964.4287 | 429893.5646 | 24070.8641 | -8244.6983 | 18693.9741 | -26938.6724 |
Total P&L (%) | 453.9644 | 429.8936 | 24.0709 | -8.2447 | 18.694 | -26.9387 |
Avg Daily Profit (%) | 0.1879 | 0.1779 | 0.01 | -0.0036 | 0.0071 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119332 | -70956 | -242705 | -109533 | -71048 | -70663 |
Profit Factor | 1.3433 | 1.704 | 1.0338 | 0.9904 | 1.0454 | 0.9398 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 119 | 66 | 53 | 119 | 66 | 53 |
Profitability (%) | 48.2609 | 42.6087 | 53.913 | 48.2609 | 42.6087 | 53.913 |
Ratio Avg Win / Avg Loss | 1.4401 | 2.2951 | 0.8837 | 1.0618 | 1.408 | 0.8034 |
Largest Winning Trade | 200967 | 200967 | 53288 | 79301 | 79301 | 31868 |
Largest Losing Trade | -55245 | -41729 | -55245 | -56769 | -34244 | -56769 |
Avg Bars in Trades | 61 | 63 | 60 | 61 | 63 | 60 |
Avg Bars in Winners | 75 | 77 | 73 | 75 | 77 | 73 |
Avg Bars in Losers | 49 | 53 | 45 | 49 | 53 | 45 |
Bars Traded | 14259 | 7315 | 6944 | 14259 | 7315 | 6944 |
Profit Streak | 21.4489 | 29.7822 | 0 | 21.4489 | 29.7822 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321981 | 290839 | -368434 | -578033 | -364318 | -580519 |
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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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