Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293563.5126 | 256845.8471 | 36717.6655 | -62493.9462 | -34814.0679 | -27679.8783 |
Total P&L (%) | 293.5635 | 256.8458 | 36.7177 | -62.4939 | -34.8141 | -27.6799 |
Avg Daily Profit (%) | 0.1669 | 0.146 | 0.0209 | -0.0557 | -0.0243 | -0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173378 | -192360 | -85949 | -281399 | -227600 | -98192 |
Profit Factor | 1.2748 | 1.4242 | 1.0793 | 0.9302 | 0.9331 | 0.9263 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 108 | 43 | 65 | 108 | 43 | 65 |
Losing Trades | 107 | 65 | 42 | 107 | 65 | 42 |
Profitability (%) | 50.2326 | 39.8148 | 60.7477 | 50.2326 | 39.8148 | 60.7477 |
Ratio Avg Win / Avg Loss | 1.263 | 2.1529 | 0.6974 | 0.9216 | 1.4105 | 0.5985 |
Largest Winning Trade | 250463 | 250463 | 62762 | 192492 | 192492 | 43724 |
Largest Losing Trade | -43847 | -31893 | -43847 | -67441 | -60819 | -67441 |
Avg Bars in Trades | 24 | 20 | 27 | 24 | 20 | 27 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 5171 | 2258 | 2913 | 5171 | 2258 | 2913 |
Profit Streak | 0 | 0 | 30.4601 | 0 | 0 | 30.4601 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313240 | -111 | -299566 | -579344 | -583061 | -577913 |
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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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