Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458710.4582 | 446823.6406 | 11886.8175 | -76836.0853 | -43046.6162 | -33789.4691 |
Total P&L (%) | 458.7105 | 446.8236 | 11.8868 | -76.8361 | -43.0466 | -33.7895 |
Avg Daily Profit (%) | 0.1948 | 0.1898 | 0.005 | -0.0621 | -0.0239 | -0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168301 | -120505 | -173093 | -122770 | -125805 | -122328 |
Profit Factor | 1.3626 | 1.6698 | 1.0199 | 0.8925 | 0.8879 | 0.8978 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 128 | 71 | 57 | 128 | 71 | 57 |
Profitability (%) | 46.2185 | 40.3361 | 52.1008 | 46.2185 | 40.3361 | 52.1008 |
Ratio Avg Win / Avg Loss | 1.5856 | 2.4699 | 0.9376 | 1.0385 | 1.3134 | 0.8254 |
Largest Winning Trade | 210887 | 210887 | 59160 | 70081 | 70081 | 28134 |
Largest Losing Trade | -89681 | -32215 | -89681 | -48586 | -32193 | -48586 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 7053 | 3270 | 3783 | 7053 | 3270 | 3783 |
Profit Streak | 0 | 0 | 15.7364 | 0 | 0 | 15.7364 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331445 | 251212 | -492863 | -579058 | -582829 | -580163 |
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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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