Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350148.369 | 365017.4689 | -14869.0999 | -48644.161 | 10203.9863 | -58848.1473 |
Total P&L (%) | 350.1484 | 365.0175 | -14.8691 | -48.6442 | 10.204 | -58.8481 |
Avg Daily Profit (%) | 0.1681 | 0.1752 | -0.0071 | -0.032 | 0.0047 | -0.0426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133548 | -143206 | -108202 | -225750 | -232997 | -140681 |
Profit Factor | 1.2555 | 1.5508 | 0.979 | 0.9682 | 1.0133 | 0.9229 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 158 | 70 | 88 | 158 | 70 | 88 |
Losing Trades | 189 | 103 | 86 | 189 | 103 | 86 |
Profitability (%) | 45.5331 | 40.4624 | 50.5747 | 45.5331 | 40.4624 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.5018 | 2.2819 | 0.9567 | 1.1581 | 1.4911 | 0.9019 |
Largest Winning Trade | 236045 | 236045 | 44245 | 169433 | 169433 | 42673 |
Largest Losing Trade | -45051 | -36912 | -45051 | -77073 | -77073 | -69376 |
Avg Bars in Trades | 71 | 67 | 74 | 71 | 67 | 74 |
Avg Bars in Winners | 89 | 87 | 92 | 89 | 87 | 92 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 24637 | 11720 | 12917 | 24637 | 11720 | 12917 |
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 | 300539 | 244017 | -580347 | -579034 | -555226 | -580347 |
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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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