Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523808.0379 | 523700.8088 | 107.2291 | -55034.0172 | 201872.0066 | -256906.0238 |
Total P&L (%) | 523.808 | 523.7008 | 0.1072 | -55.034 | 201.872 | -256.906 |
Avg Daily Profit (%) | 0.3276 | 0.3275 | 0.0001 | -0.05 | 0.0691 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187033 | -154922 | -137387 | -1145367 | -907347 | -618831 |
Profit Factor | 1.4302 | 1.7756 | 1.0002 | 0.9871 | 1.0878 | 0.8688 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 166 | 85 | 81 | 166 | 85 | 81 |
Profitability (%) | 39.8551 | 38.4058 | 41.3043 | 39.8551 | 38.4058 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.1583 | 2.8477 | 1.4213 | 1.4896 | 1.7446 | 1.2346 |
Largest Winning Trade | 431328 | 431328 | 55864 | 907643 | 907643 | 322780 |
Largest Losing Trade | -35909 | -35909 | -32681 | -194949 | -119406 | -194949 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 51 | 41 | 59 | 51 | 41 | 59 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 9402 | 4155 | 5247 | 9402 | 4155 | 5247 |
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 | 310214 | 280699 | -582374 | -581612 | -228181 | -582681 |
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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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