Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569001.3609 | 562850.1047 | 6151.2561 | -50629.7118 | -81583.4575 | 30953.7457 |
Total P&L (%) | 569.0014 | 562.8501 | 6.1513 | -50.6297 | -81.5835 | 30.9537 |
Avg Daily Profit (%) | 0.246 | 0.2434 | 0.0027 | -0.0305 | -0.0731 | 0.0117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136822 | -149507 | -280248 | -132842 | -126230 | -122987 |
Profit Factor | 1.4352 | 1.8727 | 1.0093 | 0.9301 | 0.8028 | 1.0997 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 46.0396 | 42.5743 | 49.505 | 46.0396 | 42.5743 | 49.505 |
Ratio Avg Win / Avg Loss | 1.6822 | 2.526 | 1.0295 | 1.0901 | 1.0828 | 1.1217 |
Largest Winning Trade | 301556 | 301556 | 50141 | 56685 | 56685 | 32455 |
Largest Losing Trade | -68241 | -62225 | -68241 | -90195 | -90195 | -40391 |
Avg Bars in Trades | 45 | 46 | 43 | 45 | 46 | 43 |
Avg Bars in Winners | 59 | 64 | 56 | 59 | 64 | 56 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 9108 | 4705 | 4403 | 9108 | 4705 | 4403 |
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 | 358918 | 316448 | -565826 | -579593 | -582284 | -291586 |
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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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