Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577533.9337 | 520764.7183 | 56769.2155 | 177911.6053 | -93454.7725 | 271366.3777 |
Total P&L (%) | 577.5339 | 520.7647 | 56.7692 | 177.9116 | -93.4548 | 271.3664 |
Avg Daily Profit (%) | 0.2398 | 0.2162 | 0.0236 | 0.0424 | -0.1131 | 0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127540 | -99645 | -129655 | -960878 | -841531 | -346354 |
Profit Factor | 1.4722 | 1.7956 | 1.0998 | 1.0319 | 0.9696 | 1.1083 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 167 | 85 | 82 | 167 | 85 | 82 |
Losing Trades | 205 | 101 | 104 | 205 | 101 | 104 |
Profitability (%) | 44.8925 | 45.6989 | 44.086 | 44.8925 | 45.6989 | 44.086 |
Ratio Avg Win / Avg Loss | 1.8071 | 2.1336 | 1.3949 | 1.2667 | 1.1521 | 1.4057 |
Largest Winning Trade | 229233 | 229233 | 71321 | 563269 | 563269 | 353573 |
Largest Losing Trade | -39250 | -21326 | -39250 | -255640 | -255640 | -186739 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 54 | 38 | 69 | 54 | 38 | 69 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 14116 | 5827 | 8289 | 14116 | 5827 | 8289 |
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 | 381000 | 371806 | -274856 | -321684 | -580365 | -223391 |
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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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