Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471023.2185 | 569871.9497 | -98848.7311 | -84666.6753 | -901.0787 | -83765.5966 |
Total P&L (%) | 471.0232 | 569.872 | -98.8487 | -84.6667 | -0.9011 | -83.7656 |
Avg Daily Profit (%) | 0.2524 | 0.3054 | -0.053 | -0.1004 | -0.0005 | -0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191328 | -106398 | -234609 | -134104 | -63679 | -104106 |
Profit Factor | 1.334 | 1.8191 | 0.8617 | 0.8089 | 0.9961 | 0.6043 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Profitability (%) | 44.1667 | 41.6667 | 46.6667 | 44.1667 | 41.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.6863 | 2.5467 | 0.9848 | 1.0225 | 1.3945 | 0.6907 |
Largest Winning Trade | 429769 | 429769 | 42333 | 58093 | 58093 | 11249 |
Largest Losing Trade | -47051 | -42320 | -47051 | -32354 | -32354 | -27620 |
Avg Bars in Trades | 90 | 106 | 74 | 90 | 106 | 74 |
Avg Bars in Winners | 127 | 152 | 106 | 127 | 152 | 106 |
Avg Bars in Losers | 60 | 73 | 46 | 60 | 73 | 46 |
Bars Traded | 21670 | 12748 | 8922 | 21670 | 12748 | 8922 |
Profit Streak | 0 | 0 | 32.9881 | 0 | 0 | 32.9881 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304522 | 320887 | -581768 | -580124 | -582587 | -581768 |
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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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