Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359407.7613 | 350163.4792 | 9244.2821 | -55365.106 | -86651.3848 | 31286.2789 |
Total P&L (%) | 359.4078 | 350.1635 | 9.2443 | -55.3651 | -86.6514 | 31.2863 |
Avg Daily Profit (%) | 0.1566 | 0.1525 | 0.004 | -0.0351 | -0.0877 | 0.0119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151204 | -169518 | -104860 | -439278 | -462909 | -112913 |
Profit Factor | 1.2962 | 1.4743 | 1.0195 | 0.9686 | 0.9237 | 1.0501 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 138 | 65 | 73 | 138 | 65 | 73 |
Losing Trades | 161 | 85 | 76 | 161 | 85 | 76 |
Profitability (%) | 46.1538 | 43.3333 | 48.9933 | 46.1538 | 43.3333 | 48.9933 |
Ratio Avg Win / Avg Loss | 1.5123 | 1.9279 | 1.0614 | 1.13 | 1.208 | 1.0932 |
Largest Winning Trade | 227588 | 227588 | 62639 | 259743 | 259743 | 64241 |
Largest Losing Trade | -48991 | -48991 | -34794 | -139917 | -139917 | -62615 |
Avg Bars in Trades | 29 | 39 | 20 | 29 | 39 | 20 |
Avg Bars in Winners | 39 | 55 | 25 | 39 | 55 | 25 |
Avg Bars in Losers | 21 | 26 | 15 | 21 | 26 | 15 |
Bars Traded | 8968 | 5870 | 3098 | 8968 | 5870 | 3098 |
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 | 315637 | 256076 | -552601 | -578765 | -581473 | -345701 |
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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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