Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202587.4714 | 177326.5182 | 25260.9532 | 74026.3959 | 103051.1978 | -29024.802 |
Total P&L (%) | 202.5875 | 177.3265 | 25.261 | 74.0264 | 103.0512 | -29.0248 |
Avg Daily Profit (%) | 0.1945 | 0.1702 | 0.0243 | 0.0532 | 0.068 | -0.0329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72289 | -56410 | -88436 | -134008 | -146169 | -150197 |
Profit Factor | 1.2208 | 1.3867 | 1.0551 | 1.0508 | 1.1391 | 0.9594 |
Total Trades | 576 | 288 | 288 | 576 | 288 | 288 |
Winning Trades | 253 | 119 | 134 | 253 | 119 | 134 |
Losing Trades | 323 | 169 | 154 | 323 | 169 | 154 |
Profitability (%) | 43.9236 | 41.3194 | 46.5278 | 43.9236 | 41.3194 | 46.5278 |
Ratio Avg Win / Avg Loss | 1.5586 | 1.9693 | 1.2125 | 1.3416 | 1.6177 | 1.1026 |
Largest Winning Trade | 129382 | 129382 | 25556 | 113891 | 113891 | 43046 |
Largest Losing Trade | -18026 | -18026 | -17448 | -46873 | -46873 | -35600 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Losers | 28 | 26 | 31 | 28 | 26 | 31 |
Bars Traded | 24474 | 11329 | 13145 | 24474 | 11329 | 13145 |
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 | 321533 | 239989 | -324371 | -285839 | -170961 | -579510 |
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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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