Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312793.0897 | 223724.607 | 89068.4827 | 45141.7339 | -33859.1741 | 79000.9079 |
Total P&L (%) | 312.7931 | 223.7246 | 89.0685 | 45.1417 | -33.8592 | 79.0009 |
Avg Daily Profit (%) | 0.1851 | 0.1324 | 0.0527 | 0.022 | -0.0245 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182061 | -207255 | -38984 | -300135 | -343373 | -28958 |
Profit Factor | 1.3638 | 1.343 | 1.4289 | 1.0483 | 0.9544 | 1.4095 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 50.6276 | 46.2185 | 55 | 50.6276 | 46.2185 | 55 |
Ratio Avg Win / Avg Loss | 1.33 | 1.5628 | 1.1691 | 1.0223 | 1.1106 | 1.1532 |
Largest Winning Trade | 79496 | 79496 | 27760 | 133190 | 133190 | 30462 |
Largest Losing Trade | -57712 | -57712 | -15428 | -185831 | -185831 | -25205 |
Avg Bars in Trades | 41 | 74 | 8 | 41 | 74 | 8 |
Avg Bars in Winners | 40 | 77 | 10 | 40 | 77 | 10 |
Avg Bars in Losers | 42 | 72 | 7 | 42 | 72 | 7 |
Bars Traded | 9973 | 8901 | 1072 | 9973 | 8901 | 1072 |
Profit Streak | 0 | 35.0666 | 0 | 0 | 35.0666 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334771 | -15556 | -120973 | -331282 | -579827 | -145420 |
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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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