Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261709.9885 | 83773.5735 | 177936.415 | 62703.235 | -49962.871 | 112666.106 |
Total P&L (%) | 261.71 | 83.7736 | 177.9364 | 62.7032 | -49.9629 | 112.6661 |
Avg Daily Profit (%) | 0.2033 | 0.0651 | 0.1382 | 0.0378 | -0.0538 | 0.0586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141148 | -123903 | -86004 | -159423 | -116042 | -65991 |
Profit Factor | 1.2284 | 1.1351 | 1.3386 | 1.0701 | 0.9038 | 1.3001 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 175 | 80 | 95 | 175 | 80 | 95 |
Losing Trades | 172 | 94 | 78 | 172 | 94 | 78 |
Profitability (%) | 50.4323 | 45.977 | 54.9133 | 50.4323 | 45.977 | 54.9133 |
Ratio Avg Win / Avg Loss | 1.2074 | 1.3337 | 1.0991 | 1.0517 | 1.062 | 1.0675 |
Largest Winning Trade | 109333 | 109333 | 34627 | 40792 | 40792 | 31857 |
Largest Losing Trade | -49926 | -49926 | -24763 | -59560 | -59560 | -28562 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 5076 | 2697 | 2379 | 5076 | 2697 | 2379 |
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 | 339984 | -178904 | -6914 | -284176 | -580042 | -113276 |
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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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