Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482203.3295 | 371372.7443 | 110830.5852 | 227488.5388 | -60124.7287 | 287613.2675 |
Total P&L (%) | 482.2033 | 371.3727 | 110.8306 | 227.4885 | -60.1247 | 287.6133 |
Avg Daily Profit (%) | 0.2761 | 0.2126 | 0.0635 | 0.0679 | -0.0526 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131776 | -118807 | -69507 | -446759 | -350917 | -173628 |
Profit Factor | 1.4735 | 1.7219 | 1.22 | 1.1033 | 0.9506 | 1.2915 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 98 | 42 | 56 | 98 | 42 | 56 |
Losing Trades | 133 | 73 | 60 | 133 | 73 | 60 |
Profitability (%) | 42.4242 | 36.5217 | 48.2759 | 42.4242 | 36.5217 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.9998 | 2.9928 | 1.3071 | 1.4973 | 1.6522 | 1.3837 |
Largest Winning Trade | 224650 | 224650 | 47329 | 228413 | 228413 | 163262 |
Largest Losing Trade | -44300 | -22963 | -44300 | -156745 | -156745 | -108398 |
Avg Bars in Trades | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 5132 | 2718 | 2414 | 5132 | 2718 | 2414 |
Profit Streak | 0 | 31.0757 | 0 | 0 | 31.0757 | 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 | 326421 | 227536 | -109246 | -210623 | -582672 | -89950 |
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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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