Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337803.7303 | 246298.7414 | 91504.989 | 107624.1111 | 192551.7542 | -84927.6431 |
Total P&L (%) | 337.8037 | 246.2987 | 91.505 | 107.6241 | 192.5518 | -84.9276 |
Avg Daily Profit (%) | 0.3321 | 0.2421 | 0.09 | 0.0718 | 0.1056 | -0.1858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164405 | -100294 | -90583 | -229254 | -104161 | -158062 |
Profit Factor | 1.3429 | 1.4658 | 1.2005 | 1.1023 | 1.3433 | 0.8271 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 146 | 61 | 85 | 146 | 61 | 85 |
Losing Trades | 206 | 115 | 91 | 206 | 115 | 91 |
Profitability (%) | 41.4773 | 34.6591 | 48.2955 | 41.4773 | 34.6591 | 48.2955 |
Ratio Avg Win / Avg Loss | 1.8948 | 2.7635 | 1.2853 | 1.5553 | 2.5324 | 0.8855 |
Largest Winning Trade | 171984 | 171984 | 34736 | 179255 | 179255 | 32105 |
Largest Losing Trade | -29385 | -18048 | -29385 | -73655 | -40964 | -73655 |
Avg Bars in Trades | 68 | 77 | 59 | 68 | 77 | 59 |
Avg Bars in Winners | 101 | 123 | 85 | 101 | 123 | 85 |
Avg Bars in Losers | 45 | 53 | 34 | 45 | 53 | 34 |
Bars Traded | 24041 | 13642 | 10399 | 24041 | 13642 | 10399 |
Profit Streak | 0 | 0 | 19.5319 | 0 | 0 | 19.5319 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314392 | 165231 | -73136 | -205387 | -56175 | -580517 |
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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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