Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339521.8569 | 341557.0979 | -2035.241 | 4476.7127 | -2237.835 | 6714.5476 |
Total P&L (%) | 339.5219 | 341.5571 | -2.0352 | 4.4767 | -2.2378 | 6.7145 |
Avg Daily Profit (%) | 0.1822 | 0.1833 | -0.0011 | 0.0024 | -0.0012 | 0.0035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206328 | -216799 | -20020 | -2338493 | -2300707 | -246242 |
Profit Factor | 1.3116 | 1.3898 | 0.9905 | 1.0008 | 0.9995 | 1.0068 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 171 | 77 | 94 | 171 | 77 | 94 |
Losing Trades | 186 | 101 | 85 | 186 | 101 | 85 |
Profitability (%) | 47.8992 | 43.2584 | 52.514 | 47.8992 | 43.2584 | 52.514 |
Ratio Avg Win / Avg Loss | 1.4266 | 1.823 | 0.8956 | 1.0886 | 1.311 | 0.9104 |
Largest Winning Trade | 161547 | 161547 | 19497 | 576312 | 576312 | 128867 |
Largest Losing Trade | -45529 | -45529 | -24294 | -506631 | -506631 | -128558 |
Avg Bars in Trades | 61 | 119 | 4 | 61 | 119 | 4 |
Avg Bars in Winners | 53 | 112 | 4 | 53 | 112 | 4 |
Avg Bars in Losers | 69 | 124 | 4 | 69 | 124 | 4 |
Bars Traded | 22100 | 21290 | 810 | 22100 | 21290 | 810 |
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 | 312222 | 251166 | -579792 | -574029 | -581356 | -567634 |
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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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