Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273447.7486 | 288837.4713 | -15389.7227 | -13309.0931 | -3072.4364 | -10236.6567 |
Total P&L (%) | 273.4477 | 288.8375 | -15.3897 | -13.3091 | -3.0724 | -10.2367 |
Avg Daily Profit (%) | 0.2625 | 0.2773 | -0.0148 | -0.0137 | -0.003 | -0.0104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181870 | -145967 | -36161 | -177950 | -156289 | -25848 |
Profit Factor | 1.4341 | 1.5901 | 0.8904 | 0.9738 | 0.9924 | 0.9013 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 130 | 73 | 57 | 130 | 73 | 57 |
Profitability (%) | 43.2314 | 35.9649 | 50.4348 | 43.2314 | 35.9649 | 50.4348 |
Ratio Avg Win / Avg Loss | 1.8832 | 2.8312 | 0.8751 | 1.2787 | 1.767 | 0.8857 |
Largest Winning Trade | 307952 | 307952 | 18970 | 76890 | 76890 | 12874 |
Largest Losing Trade | -24207 | -24207 | -12730 | -20408 | -20408 | -9528 |
Avg Bars in Trades | 106 | 198 | 15 | 106 | 198 | 15 |
Avg Bars in Winners | 142 | 321 | 16 | 142 | 321 | 16 |
Avg Bars in Losers | 79 | 129 | 14 | 79 | 129 | 14 |
Bars Traded | 24415 | 22626 | 1789 | 24415 | 22626 | 1789 |
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 | 314495 | 199452 | -580692 | -580545 | -583709 | -580692 |
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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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