Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404678.9426 | 367559.3162 | 37119.6264 | -8866.6772 | 72347.5972 | -81214.2744 |
Total P&L (%) | 404.6789 | 367.5593 | 37.1196 | -8.8667 | 72.3476 | -81.2143 |
Avg Daily Profit (%) | 0.215 | 0.1953 | 0.0197 | -0.0049 | 0.0289 | -0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237863 | -143115 | -113319 | -628575 | -428777 | -316397 |
Profit Factor | 1.3824 | 1.705 | 1.0691 | 0.996 | 1.0687 | 0.9299 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 54.9505 | 49.505 | 60.396 | 54.9505 | 49.505 | 60.396 |
Ratio Avg Win / Avg Loss | 1.1333 | 1.7391 | 0.7011 | 0.8165 | 1.0901 | 0.6098 |
Largest Winning Trade | 291517 | 291517 | 43460 | 164676 | 164676 | 72594 |
Largest Losing Trade | -52806 | -35706 | -52806 | -273825 | -103757 | -273825 |
Avg Bars in Trades | 109 | 100 | 118 | 109 | 100 | 118 |
Avg Bars in Winners | 126 | 124 | 128 | 126 | 124 | 128 |
Avg Bars in Losers | 87 | 76 | 102 | 87 | 76 | 102 |
Bars Traded | 22063 | 10116 | 11947 | 22063 | 10116 | 11947 |
Profit Streak | 0 | 0 | 12.0647 | 0 | 0 | 12.0647 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361301 | 372038 | -313449 | -579078 | -299695 | -579092 |
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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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