Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374640.2979 | 279610.9244 | 95029.3735 | 158982.7833 | 208514.0161 | -49531.2328 |
Total P&L (%) | 374.6403 | 279.6109 | 95.0294 | 158.9828 | 208.514 | -49.5312 |
Avg Daily Profit (%) | 0.1948 | 0.1454 | 0.0494 | 0.0495 | 0.0586 | -0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133926 | -88021 | -104818 | -330512 | -200033 | -311234 |
Profit Factor | 1.2009 | 1.3055 | 1.1001 | 1.0478 | 1.1336 | 0.9719 |
Total Trades | 736 | 368 | 368 | 736 | 368 | 368 |
Winning Trades | 346 | 166 | 180 | 346 | 166 | 180 |
Losing Trades | 390 | 202 | 188 | 390 | 202 | 188 |
Profitability (%) | 47.0109 | 45.1087 | 48.913 | 47.0109 | 45.1087 | 48.913 |
Ratio Avg Win / Avg Loss | 1.3536 | 1.5886 | 1.149 | 1.1811 | 1.3795 | 1.0151 |
Largest Winning Trade | 94143 | 94143 | 71934 | 144495 | 126614 | 144495 |
Largest Losing Trade | -39469 | -20315 | -39469 | -62998 | -44574 | -62998 |
Avg Bars in Trades | 7 | 6 | 8 | 7 | 6 | 8 |
Avg Bars in Winners | 9 | 7 | 10 | 9 | 7 | 10 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 5630 | 2422 | 3208 | 5630 | 2422 | 3208 |
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 | 360533 | 73325 | -236154 | -291764 | -188453 | -577887 |
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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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