Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611284.1186 | 571976.213 | 39307.9056 | 157677.3181 | 100640.1293 | 57037.1888 |
Total P&L (%) | 611.2841 | 571.9762 | 39.3079 | 157.6773 | 100.6401 | 57.0372 |
Avg Daily Profit (%) | 0.316 | 0.2956 | 0.0203 | 0.0489 | 0.036 | 0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128779 | -101433 | -102009 | -605784 | -535357 | -321228 |
Profit Factor | 1.547 | 2.0476 | 1.0688 | 1.0424 | 1.0551 | 1.0301 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 89 | 35 | 54 | 89 | 35 | 54 |
Losing Trades | 144 | 82 | 62 | 144 | 82 | 62 |
Profitability (%) | 38.1974 | 29.9145 | 46.5517 | 38.1974 | 29.9145 | 46.5517 |
Ratio Avg Win / Avg Loss | 2.503 | 4.7971 | 1.2271 | 1.6866 | 2.472 | 1.1827 |
Largest Winning Trade | 328421 | 328421 | 54332 | 307753 | 307753 | 237353 |
Largest Losing Trade | -47077 | -24731 | -47077 | -126690 | -98654 | -126690 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 57 | 54 | 59 | 57 | 54 | 59 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 7595 | 3336 | 4260 | 7595 | 3336 | 4260 |
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 | 301048 | 166578 | -314464 | -303709 | -311711 | -351540 |
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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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