Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339186.0463 | 327258.8992 | 11927.1471 | -31012.3382 | 353852.4935 | -384864.8317 |
Total P&L (%) | 339.186 | 327.2589 | 11.9271 | -31.0123 | 353.8525 | -384.8648 |
Avg Daily Profit (%) | 0.2128 | 0.2053 | 0.0075 | -0.0233 | 0.0949 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194844 | -148086 | -98589 | -694358 | -440929 | -458222 |
Profit Factor | 1.3456 | 1.6658 | 1.0243 | 0.9863 | 1.3326 | 0.6806 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 124 | 68 | 56 | 124 | 68 | 56 |
Profitability (%) | 47.234 | 42.3729 | 52.1368 | 47.234 | 42.3729 | 52.1368 |
Ratio Avg Win / Avg Loss | 1.5032 | 2.2655 | 0.9404 | 1.1018 | 1.8123 | 0.6248 |
Largest Winning Trade | 257174 | 257174 | 59906 | 525888 | 525888 | 82771 |
Largest Losing Trade | -36820 | -35909 | -36820 | -121896 | -115437 | -121896 |
Avg Bars in Trades | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Winners | 56 | 43 | 67 | 56 | 43 | 67 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 9324 | 3623 | 5701 | 9324 | 3623 | 5701 |
Profit Streak | 0 | 0 | 16.8123 | 0 | 0 | 16.8123 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336889 | 274135 | -482963 | -578957 | -68048 | -579676 |
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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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