Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373993.0184 | 282198.1655 | 91794.8529 | -3895.2051 | 119713.1801 | -123608.3852 |
Total P&L (%) | 373.993 | 282.1982 | 91.7949 | -3.8952 | 119.7132 | -123.6084 |
Avg Daily Profit (%) | 0.2529 | 0.1908 | 0.0621 | -0.0027 | 0.0532 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117110 | -147160 | -136972 | -282916 | -262293 | -219636 |
Profit Factor | 1.2489 | 1.4168 | 1.1112 | 0.9977 | 1.1552 | 0.8664 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 152 | 71 | 81 | 152 | 71 | 81 |
Losing Trades | 197 | 104 | 93 | 197 | 104 | 93 |
Profitability (%) | 43.553 | 40.5714 | 46.5517 | 43.553 | 40.5714 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.6186 | 2.0753 | 1.2758 | 1.2931 | 1.6921 | 0.9948 |
Largest Winning Trade | 138505 | 138505 | 37891 | 113963 | 113963 | 39060 |
Largest Losing Trade | -54905 | -20494 | -54905 | -89458 | -60162 | -89458 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4426 | 1985 | 2441 | 4426 | 1985 | 2441 |
Profit Streak | 0 | 0 | 25.6431 | 0 | 0 | 25.6431 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307830 | 231242 | -207975 | -579515 | -173583 | -580464 |
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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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