Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520086.8468 | 475139.2318 | 44947.6149 | 32122.425 | 123781.3705 | -91658.9455 |
Total P&L (%) | 520.0868 | 475.1392 | 44.9476 | 32.1224 | 123.7814 | -91.6589 |
Avg Daily Profit (%) | 0.2674 | 0.2443 | 0.0231 | 0.0143 | 0.0414 | -0.1277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178111 | -135720 | -107121 | -363835 | -285462 | -234937 |
Profit Factor | 1.4444 | 1.8226 | 1.0758 | 1.0164 | 1.1337 | 0.9112 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 48.6957 | 45.2174 | 52.1739 | 48.6957 | 45.2174 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.5218 | 2.2081 | 0.9862 | 1.0709 | 1.3735 | 0.8352 |
Largest Winning Trade | 313060 | 313060 | 60700 | 268051 | 268051 | 133214 |
Largest Losing Trade | -54661 | -54661 | -49848 | -95648 | -67339 | -95648 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 29 | 22 | 35 | 29 | 22 | 35 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 5623 | 2575 | 3048 | 5623 | 2575 | 3048 |
Profit Streak | 0 | 0 | 37.7972 | 0 | 0 | 37.7972 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419975 | 346581 | -301233 | -378133 | -212887 | -579477 |
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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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