Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311755.3781 | 279891.7506 | 31863.6275 | -24091.5009 | 22223.8452 | -46315.3461 |
Total P&L (%) | 311.7554 | 279.8918 | 31.8636 | -24.0915 | 22.2238 | -46.3153 |
Avg Daily Profit (%) | 0.1937 | 0.1739 | 0.0198 | -0.0171 | 0.0125 | -0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126665 | -122190 | -115233 | -81108 | -62465 | -92775 |
Profit Factor | 1.2127 | 1.3857 | 1.0431 | 0.9627 | 1.0704 | 0.86 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 171 | 79 | 92 | 171 | 79 | 92 |
Losing Trades | 173 | 93 | 80 | 173 | 93 | 80 |
Profitability (%) | 49.7093 | 45.9302 | 53.4884 | 49.7093 | 45.9302 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.2269 | 1.6313 | 0.907 | 0.974 | 1.2601 | 0.7479 |
Largest Winning Trade | 124584 | 124584 | 33902 | 23535 | 23535 | 14817 |
Largest Losing Trade | -53966 | -37791 | -53966 | -48192 | -37791 | -48192 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 6215 | 3196 | 3020 | 6215 | 3196 | 3020 |
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 | 326928 | 293663 | -343092 | -578814 | -325627 | -579702 |
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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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