Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426800.1044 | 405200.9002 | 21599.2042 | -67157.8649 | -502711.8253 | 435553.9604 |
Total P&L (%) | 426.8001 | 405.2009 | 21.5992 | -67.1579 | -502.7118 | 435.554 |
Avg Daily Profit (%) | 0.287 | 0.2725 | 0.0145 | -0.0749 | 0 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205482 | -166842 | -140718 | -950519 | -952350 | -157226 |
Profit Factor | 1.3339 | 1.5284 | 1.0422 | 0.9735 | 0.7486 | 1.8096 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Profitability (%) | 43.1298 | 42.7481 | 43.5115 | 43.1298 | 42.7481 | 43.5115 |
Ratio Avg Win / Avg Loss | 1.7589 | 2.047 | 1.3531 | 1.2837 | 1.0026 | 2.3494 |
Largest Winning Trade | 408220 | 408220 | 38628 | 368045 | 368045 | 201790 |
Largest Losing Trade | -45345 | -45345 | -44009 | -322797 | -322797 | -68236 |
Avg Bars in Trades | 32 | 43 | 22 | 32 | 43 | 22 |
Avg Bars in Winners | 41 | 52 | 29 | 41 | 52 | 29 |
Avg Bars in Losers | 26 | 36 | 16 | 26 | 36 | 16 |
Bars Traded | 8616 | 5706 | 2910 | 8616 | 5706 | 2910 |
Profit Streak | 0 | 16.9993 | 0 | 0 | 16.9993 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304770 | 301512 | -355782 | -580412 | -581567 | -41269 |
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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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