Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231601.5319 | 192136.5701 | 39464.9619 | -38036.9681 | 2293.3205 | -40330.2885 |
Total P&L (%) | 231.6015 | 192.1366 | 39.465 | -38.037 | 2.2933 | -40.3303 |
Avg Daily Profit (%) | 0.1691 | 0.1403 | 0.0288 | -0.0349 | 0.0017 | -0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133102 | -69532 | -105787 | -114363 | -75303 | -111952 |
Profit Factor | 1.2685 | 1.5019 | 1.0823 | 0.9499 | 1.0072 | 0.9085 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 121 | 52 | 69 | 121 | 52 | 69 |
Losing Trades | 116 | 66 | 50 | 116 | 66 | 50 |
Profitability (%) | 51.0549 | 44.0678 | 57.9832 | 51.0549 | 44.0678 | 57.9832 |
Ratio Avg Win / Avg Loss | 1.2161 | 1.9063 | 0.7843 | 0.9107 | 1.2784 | 0.6584 |
Largest Winning Trade | 188535 | 188535 | 50789 | 62042 | 62042 | 35918 |
Largest Losing Trade | -58407 | -28932 | -58407 | -65596 | -24580 | -65596 |
Avg Bars in Trades | 68 | 55 | 81 | 68 | 55 | 81 |
Avg Bars in Winners | 82 | 76 | 86 | 82 | 76 | 86 |
Avg Bars in Losers | 53 | 38 | 74 | 53 | 38 | 74 |
Bars Traded | 16189 | 6505 | 9684 | 16189 | 6505 | 9684 |
Profit Streak | 0 | 38.8316 | 0 | 0 | 38.8316 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310517 | -4873 | -287557 | -579401 | -570544 | -579981 |
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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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