Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479890.0148 | 419966.6058 | 59923.409 | 332996.4108 | -57174.2145 | 390170.6253 |
Total P&L (%) | 479.89 | 419.9666 | 59.9234 | 332.9964 | -57.1742 | 390.1706 |
Avg Daily Profit (%) | 0.2428 | 0.2125 | 0.0303 | 0.0742 | -0.0429 | 0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112692 | -120866 | -159072 | -999027 | -898666 | -259116 |
Profit Factor | 1.4702 | 1.8354 | 1.1157 | 1.1062 | 0.9681 | 1.291 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 45.7983 | 42.8571 | 48.7395 | 45.7983 | 42.8571 | 48.7395 |
Ratio Avg Win / Avg Loss | 1.74 | 2.4473 | 1.1734 | 1.3092 | 1.2908 | 1.3578 |
Largest Winning Trade | 130276 | 130276 | 63454 | 479510 | 427517 | 479510 |
Largest Losing Trade | -44194 | -44194 | -41512 | -545886 | -545886 | -153412 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Losers | 21 | 16 | 27 | 21 | 16 | 27 |
Bars Traded | 7759 | 3252 | 4507 | 7759 | 3252 | 4507 |
Profit Streak | 0 | 0 | 495.0021 | 0 | 0 | 495.0021 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354001 | 304997 | -246436 | -197985 | -581849 | -85659 |
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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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