Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328060.3136 | 303134.1315 | 24926.1821 | 87757.7574 | -40787.4498 | 128545.2072 |
Total P&L (%) | 328.0603 | 303.1341 | 24.9262 | 87.7578 | -40.7875 | 128.5452 |
Avg Daily Profit (%) | 0.1744 | 0.1611 | 0.0132 | 0.0335 | -0.0278 | 0.0439 |
Buy And Hold Return (%) | 10.201 | 10.201 | 10.201 | 10.201 | 10.201 | 10.201 |
Max Trade Drawdown | -162586 | -171730 | -34718 | -909678 | -925216 | -108024 |
Profit Factor | 1.3033 | 1.3773 | 1.0896 | 1.0239 | 0.986 | 1.1688 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Losing Trades | 178 | 90 | 88 | 178 | 90 | 88 |
Profitability (%) | 49.4318 | 48.8636 | 50 | 49.4318 | 48.8636 | 50 |
Ratio Avg Win / Avg Loss | 1.3333 | 1.4414 | 1.0896 | 1.0474 | 1.0319 | 1.1688 |
Largest Winning Trade | 81834 | 81834 | 14806 | 285782 | 285782 | 57675 |
Largest Losing Trade | -54727 | -54727 | -17469 | -296384 | -296384 | -66413 |
Avg Bars in Trades | 21 | 38 | 4 | 21 | 38 | 4 |
Avg Bars in Winners | 20 | 37 | 4 | 20 | 37 | 4 |
Avg Bars in Losers | 21 | 39 | 3 | 21 | 39 | 3 |
Bars Traded | 7485 | 6757 | 728 | 7485 | 6757 | 728 |
Profit Streak | 0 | 15.0223 | 0 | 0 | 15.0223 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338518 | 300799 | -300381 | -340546 | -578600 | -168405 |
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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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