Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361563.5047 | 184816.4228 | 176747.082 | 1024177.0454 | -60679.8325 | 1084856.8779 |
Total P&L (%) | 361.5635 | 184.8164 | 176.7471 | 1024.177 | -60.6798 | 1084.8569 |
Avg Daily Profit (%) | 0.3471 | 0.1774 | 0.1697 | 0.2326 | -0.0896 | 0.2376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60127 | -47901 | -51134 | -979465 | -595752 | -554488 |
Profit Factor | 1.431 | 1.4512 | 1.4117 | 1.218 | 0.9755 | 1.4875 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 165 | 79 | 86 | 165 | 79 | 86 |
Losing Trades | 210 | 109 | 101 | 210 | 109 | 101 |
Profitability (%) | 44 | 42.0213 | 45.9893 | 44 | 42.0213 | 45.9893 |
Ratio Avg Win / Avg Loss | 1.8212 | 2.0023 | 1.6579 | 1.5502 | 1.3459 | 1.747 |
Largest Winning Trade | 64459 | 64459 | 28542 | 275484 | 256103 | 275484 |
Largest Losing Trade | -23300 | -14724 | -23300 | -164920 | -164920 | -130602 |
Avg Bars in Trades | 66 | 62 | 69 | 66 | 62 | 69 |
Avg Bars in Winners | 89 | 85 | 92 | 89 | 85 | 92 |
Avg Bars in Losers | 47 | 45 | 50 | 47 | 45 | 50 |
Bars Traded | 24786 | 11779 | 13007 | 24786 | 11779 | 13007 |
Profit Streak | 0 | 0 | 7.8273 | 0 | 0 | 7.8273 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378030 | 247429 | 316060 | 310929 | -581785 | 368653 |
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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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