Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338947.548 | 256693.3703 | 82254.1777 | 53207.6988 | 84699.8383 | -31492.1396 |
Total P&L (%) | 338.9475 | 256.6934 | 82.2542 | 53.2077 | 84.6998 | -31.4921 |
Avg Daily Profit (%) | 0.1753 | 0.1328 | 0.0425 | 0.0221 | 0.0317 | -0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200558 | -122724 | -101679 | -967339 | -567805 | -515582 |
Profit Factor | 1.2698 | 1.3626 | 1.15 | 1.0165 | 1.0475 | 0.9781 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 162 | 74 | 88 | 162 | 74 | 88 |
Losing Trades | 196 | 105 | 91 | 196 | 105 | 91 |
Profitability (%) | 45.2514 | 41.3408 | 49.162 | 45.2514 | 41.3408 | 49.162 |
Ratio Avg Win / Avg Loss | 1.5363 | 1.9335 | 1.1892 | 1.2298 | 1.4863 | 1.0115 |
Largest Winning Trade | 89320 | 89320 | 40664 | 354818 | 354818 | 115465 |
Largest Losing Trade | -37545 | -27045 | -37545 | -191952 | -161015 | -191952 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 38 | 44 | 34 | 38 | 44 | 34 |
Avg Bars in Losers | 26 | 29 | 22 | 26 | 29 | 22 |
Bars Traded | 11428 | 6404 | 5024 | 11428 | 6404 | 5024 |
Profit Streak | 9.5243 | 18.1909 | 0 | 9.5243 | 18.1909 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328013 | -16604 | -191249 | -366182 | -321224 | -578777 |
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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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