Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345943.5744 | 186531.9971 | 159411.5773 | 90502.0234 | -211219.0216 | 301721.045 |
Total P&L (%) | 345.9436 | 186.532 | 159.4116 | 90.502 | -211.219 | 301.721 |
Avg Daily Profit (%) | 0.1917 | 0.1033 | 0.0883 | 0.0357 | 0 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160656 | -114061 | -73764 | -964591 | -756150 | -421949 |
Profit Factor | 1.22 | 1.2314 | 1.208 | 1.0129 | 0.9406 | 1.0878 |
Total Trades | 609 | 305 | 304 | 609 | 305 | 304 |
Winning Trades | 277 | 127 | 150 | 277 | 127 | 150 |
Losing Trades | 332 | 178 | 154 | 332 | 178 | 154 |
Profitability (%) | 45.4844 | 41.6393 | 49.3421 | 45.4844 | 41.6393 | 49.3421 |
Ratio Avg Win / Avg Loss | 1.4623 | 1.7259 | 1.2403 | 1.2141 | 1.3183 | 1.1168 |
Largest Winning Trade | 119939 | 119939 | 52701 | 206782 | 206782 | 152900 |
Largest Losing Trade | -25417 | -20078 | -25417 | -136945 | -136945 | -115474 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 10742 | 4940 | 5802 | 10742 | 4940 | 5802 |
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 | 318539 | -56175 | -74472 | -349772 | -581045 | -212926 |
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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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