Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488477.2202 | 388002.032 | 100475.1882 | 405428.1465 | -37113.0563 | 442541.2028 |
Total P&L (%) | 488.4772 | 388.002 | 100.4752 | 405.4281 | -37.1131 | 442.5412 |
Avg Daily Profit (%) | 0.2755 | 0.2188 | 0.0567 | 0.0914 | -0.0262 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145129 | -71790 | -111738 | -771254 | -658149 | -473257 |
Profit Factor | 1.4744 | 1.8901 | 1.1692 | 1.1143 | 0.9767 | 1.2262 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 56.8306 | 53.2609 | 60.4396 | 56.8306 | 53.2609 | 60.4396 |
Ratio Avg Win / Avg Loss | 1.12 | 1.6587 | 0.7653 | 0.8465 | 0.8571 | 0.8026 |
Largest Winning Trade | 102318 | 102318 | 67827 | 216098 | 171205 | 216098 |
Largest Losing Trade | -47737 | -24717 | -47737 | -288879 | -148945 | -288879 |
Avg Bars in Trades | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Winners | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 5254 | 2601 | 2653 | 5254 | 2601 | 2653 |
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 | 415347 | 423443 | -152012 | -165215 | -580385 | -66285 |
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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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