Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494241.0629 | 471398.6956 | 22842.3672 | 499160.1828 | -55799.8405 | 554960.0233 |
Total P&L (%) | 494.2411 | 471.3987 | 22.8424 | 499.1602 | -55.7998 | 554.96 |
Avg Daily Profit (%) | 0.3055 | 0.2913 | 0.0141 | 0.1107 | -0.0504 | 0.1162 |
Buy And Hold Return (%) | 23.4086 | 23.4086 | 23.4086 | 23.4086 | 23.4086 | 23.4086 |
Max Trade Drawdown | -137620 | -131407 | -122555 | -1653795 | -1458976 | -367128 |
Profit Factor | 1.7265 | 2.3171 | 1.0708 | 1.1347 | 0.9766 | 1.4202 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 40.9524 | 43.3962 | 38.4615 | 40.9524 | 43.3962 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.4893 | 3.0222 | 1.7134 | 1.636 | 1.2738 | 2.2723 |
Largest Winning Trade | 150212 | 150212 | 66521 | 817112 | 737422 | 817112 |
Largest Losing Trade | -39885 | -39885 | -36768 | -815846 | -815846 | -190233 |
Avg Bars in Trades | 180 | 175 | 185 | 180 | 175 | 185 |
Avg Bars in Winners | 306 | 285 | 331 | 306 | 285 | 331 |
Avg Bars in Losers | 92 | 91 | 94 | 92 | 91 | 94 |
Bars Traded | 18941 | 9298 | 9643 | 18941 | 9298 | 9643 |
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 | 308002 | -169809 | -665785 | -119716 | -761734 | -220038 |
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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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