Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305257.1734 | 225794.0777 | 79463.0957 | 36564.2086 | 98243.2812 | -61679.0727 |
Total P&L (%) | 305.2572 | 225.7941 | 79.4631 | 36.5642 | 98.2433 | -61.6791 |
Avg Daily Profit (%) | 0.2967 | 0.2195 | 0.0772 | 0.0303 | 0.0665 | -0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188323 | -160982 | -115021 | -336138 | -251497 | -224732 |
Profit Factor | 1.2392 | 1.306 | 1.1477 | 1.0202 | 1.0992 | 0.9249 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 181 | 82 | 99 | 181 | 82 | 99 |
Losing Trades | 201 | 109 | 92 | 201 | 109 | 92 |
Profitability (%) | 47.3822 | 42.9319 | 51.8325 | 47.3822 | 42.9319 | 51.8325 |
Ratio Avg Win / Avg Loss | 1.3761 | 1.736 | 1.0665 | 1.1329 | 1.4611 | 0.8595 |
Largest Winning Trade | 172675 | 172675 | 23999 | 138786 | 138786 | 58323 |
Largest Losing Trade | -38002 | -28775 | -38002 | -96871 | -73330 | -96871 |
Avg Bars in Trades | 15 | 21 | 10 | 15 | 21 | 10 |
Avg Bars in Winners | 17 | 24 | 12 | 17 | 24 | 12 |
Avg Bars in Losers | 14 | 19 | 8 | 14 | 19 | 8 |
Bars Traded | 6104 | 4168 | 1935 | 6104 | 4168 | 1935 |
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 | 338997 | 251729 | -146976 | -352004 | -217517 | -579818 |
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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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