Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397194.4538 | 440519.0219 | -43324.5681 | -78922.4177 | 51656.1451 | -130578.5629 |
Total P&L (%) | 397.1945 | 440.519 | -43.3246 | -78.9224 | 51.6561 | -130.5786 |
Avg Daily Profit (%) | 0.2058 | 0.2282 | -0.0224 | -0.0806 | 0.0216 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171930 | -105878 | -188173 | -138292 | -59001 | -149700 |
Profit Factor | 1.291 | 1.7093 | 0.9417 | 0.8957 | 1.161 | 0.7005 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 148 | 66 | 82 | 148 | 66 | 82 |
Losing Trades | 179 | 98 | 81 | 179 | 98 | 81 |
Profitability (%) | 45.2599 | 40.2439 | 50.3067 | 45.2599 | 40.2439 | 50.3067 |
Ratio Avg Win / Avg Loss | 1.5615 | 2.538 | 0.9303 | 1.0833 | 1.7239 | 0.692 |
Largest Winning Trade | 377335 | 377335 | 36266 | 56330 | 56330 | 25320 |
Largest Losing Trade | -68600 | -24371 | -68600 | -56239 | -27910 | -56239 |
Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Winners | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Losers | 27 | 32 | 21 | 27 | 32 | 21 |
Bars Traded | 11159 | 5766 | 5393 | 11159 | 5766 | 5393 |
Profit Streak | 0 | 0 | 24.8553 | 0 | 0 | 24.8553 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312373 | 273993 | -579896 | -579244 | -211094 | -579896 |
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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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