Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503713.5103 | 460325.9089 | 43387.6014 | 156957.279 | 122275.7297 | 34681.5493 |
Total P&L (%) | 503.7135 | 460.3259 | 43.3876 | 156.9573 | 122.2757 | 34.6815 |
Avg Daily Profit (%) | 0.2015 | 0.1841 | 0.0174 | 0.0378 | 0.032 | 0.0119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170480 | -146363 | -100969 | -1364488 | -1181067 | -645502 |
Profit Factor | 1.3371 | 1.6182 | 1.0579 | 1.0221 | 1.0315 | 1.0108 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 172 | 82 | 90 | 172 | 82 | 90 |
Losing Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Profitability (%) | 47.5138 | 45.3039 | 49.7238 | 47.5138 | 45.3039 | 49.7238 |
Ratio Avg Win / Avg Loss | 1.477 | 1.9536 | 1.0696 | 1.1291 | 1.2454 | 1.022 |
Largest Winning Trade | 153533 | 153533 | 55223 | 424865 | 424865 | 399598 |
Largest Losing Trade | -54578 | -29615 | -54578 | -418094 | -418094 | -246608 |
Avg Bars in Trades | 41 | 35 | 46 | 41 | 35 | 46 |
Avg Bars in Winners | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 14877 | 6492 | 8385 | 14877 | 6492 | 8385 |
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 | 334310 | 328127 | -328168 | -337723 | -337485 | -387989 |
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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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