Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266902.8637 | 265766.7138 | 1136.1499 | 45970.4213 | 382907.6021 | -336937.1808 |
Total P&L (%) | 266.9029 | 265.7667 | 1.1362 | 45.9704 | 382.9076 | -336.9372 |
Avg Daily Profit (%) | 0.189 | 0.1882 | 0.0008 | 0.0268 | 0.1116 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90357 | -83539 | -156140 | -538102 | -349229 | -535719 |
Profit Factor | 1.2561 | 1.5754 | 1.002 | 1.0154 | 1.2915 | 0.7995 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Losing Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Profitability (%) | 44.0678 | 46.6102 | 41.5254 | 44.0678 | 46.6102 | 41.5254 |
Ratio Avg Win / Avg Loss | 1.5943 | 1.8046 | 1.4109 | 1.2887 | 1.4793 | 1.1258 |
Largest Winning Trade | 78687 | 78687 | 59476 | 198190 | 198190 | 132109 |
Largest Losing Trade | -37204 | -26106 | -37204 | -122939 | -119343 | -122939 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 46 | 48 | 43 | 46 | 48 | 43 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 8374 | 4522 | 3851 | 8374 | 4522 | 3851 |
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 | 265751 | 318237 | -579421 | -363484 | -45540 | -582647 |
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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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