Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258340.8098 | 21494.3105 | 236846.4993 | 117065.0485 | -94013.3348 | 211078.3832 |
Total P&L (%) | 258.3408 | 21.4943 | 236.8465 | 117.065 | -94.0133 | 211.0784 |
Avg Daily Profit (%) | 0.1687 | 0.014 | 0.1547 | 0.0506 | -0.1837 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131466 | -86056 | -96697 | -781934 | -422205 | -577757 |
Profit Factor | 1.2018 | 1.0329 | 1.3773 | 1.0288 | 0.954 | 1.1046 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 197 | 90 | 107 | 197 | 90 | 107 |
Losing Trades | 179 | 98 | 81 | 179 | 98 | 81 |
Profitability (%) | 52.3936 | 47.8723 | 56.9149 | 52.3936 | 47.8723 | 56.9149 |
Ratio Avg Win / Avg Loss | 1.092 | 1.1248 | 1.0426 | 0.9348 | 1.0389 | 0.8362 |
Largest Winning Trade | 49923 | 49923 | 42310 | 148452 | 142907 | 148452 |
Largest Losing Trade | -25033 | -20762 | -25033 | -154432 | -154432 | -135843 |
Avg Bars in Trades | 48 | 40 | 55 | 48 | 40 | 55 |
Avg Bars in Winners | 46 | 32 | 58 | 46 | 32 | 58 |
Avg Bars in Losers | 50 | 47 | 52 | 50 | 47 | 52 |
Bars Traded | 18140 | 7651 | 10488 | 18140 | 7651 | 10488 |
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 | 328085 | -364669 | 328156 | -313532 | -579509 | -199784 |
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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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