Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395935.3529 | 363109.5092 | 32825.8438 | 156578.7953 | -33210.223 | 189789.0183 |
Total P&L (%) | 395.9354 | 363.1095 | 32.8258 | 156.5788 | -33.2102 | 189.789 |
Avg Daily Profit (%) | 0.2136 | 0.1959 | 0.0177 | 0.0509 | -0.0218 | 0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132557 | -106023 | -209483 | -820550 | -619315 | -275712 |
Profit Factor | 1.3887 | 1.7947 | 1.0584 | 1.0466 | 0.9812 | 1.1188 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 138 | 74 | 64 | 138 | 74 | 64 |
Profitability (%) | 43.2099 | 39.3443 | 47.1074 | 43.2099 | 39.3443 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.8251 | 2.7668 | 1.1884 | 1.3755 | 1.5127 | 1.2562 |
Largest Winning Trade | 187824 | 187824 | 41316 | 296064 | 296064 | 153298 |
Largest Losing Trade | -37236 | -23708 | -37236 | -124009 | -124009 | -121217 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 7285 | 3516 | 3769 | 7285 | 3516 | 3769 |
Profit Streak | 0 | 0 | 36.7942 | 0 | 0 | 36.7942 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301788 | 248177 | -328669 | -295402 | -582096 | -206422 |
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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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