Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444343.0054 | 453320.2523 | -8977.2469 | -41600.5715 | 19008.1603 | -60608.7318 |
Total P&L (%) | 444.343 | 453.3203 | -8.9772 | -41.6006 | 19.0082 | -60.6087 |
Avg Daily Profit (%) | 0.3583 | 0.3656 | -0.0072 | -0.0434 | 0.014 | -0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214177 | -149654 | -70214 | -588513 | -463324 | -141402 |
Profit Factor | 1.5693 | 1.6719 | 0.9151 | 0.9771 | 1.0119 | 0.7276 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Profitability (%) | 38.5366 | 40.1961 | 36.8932 | 38.5366 | 40.1961 | 36.8932 |
Ratio Avg Win / Avg Loss | 2.503 | 2.4874 | 1.5653 | 1.5584 | 1.5056 | 1.2445 |
Largest Winning Trade | 461598 | 461598 | 19933 | 323406 | 323406 | 20454 |
Largest Losing Trade | -39004 | -39004 | -5896 | -160900 | -160900 | -19267 |
Avg Bars in Trades | 36 | 71 | 1 | 36 | 71 | 1 |
Avg Bars in Winners | 42 | 81 | 1 | 42 | 81 | 1 |
Avg Bars in Losers | 31 | 64 | 1 | 31 | 64 | 1 |
Bars Traded | 7383 | 7269 | 114 | 7383 | 7269 | 114 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303499 | 291898 | -583099 | -581385 | -392032 | -584210 |
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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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