Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333236.0739 | 322108.7967 | 11127.2772 | 129650.2082 | 183632.559 | -53982.3508 |
Total P&L (%) | 333.2361 | 322.1088 | 11.1273 | 129.6502 | 183.6326 | -53.9824 |
Avg Daily Profit (%) | 0.3199 | 0.3092 | 0.0107 | 0.0798 | 0.1001 | -0.0745 |
Buy And Hold Return (%) | 45.7924 | 45.7924 | 45.7924 | 45.7924 | 45.7924 | 45.7924 |
Max Trade Drawdown | -98017 | -88052 | -22652 | -352893 | -328546 | -92517 |
Profit Factor | 1.5885 | 1.7707 | 1.075 | 1.0808 | 1.1569 | 0.8756 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 129 | 57 | 72 | 129 | 57 | 72 |
Losing Trades | 170 | 92 | 78 | 170 | 92 | 78 |
Profitability (%) | 43.1438 | 38.255 | 48 | 43.1438 | 38.255 | 48 |
Ratio Avg Win / Avg Loss | 2.0934 | 2.858 | 1.1646 | 1.4243 | 1.8673 | 0.9486 |
Largest Winning Trade | 332870 | 332870 | 8261 | 398543 | 398543 | 24821 |
Largest Losing Trade | -24973 | -24973 | -4658 | -94083 | -94083 | -18036 |
Avg Bars in Trades | 81 | 152 | 11 | 81 | 152 | 11 |
Avg Bars in Winners | 112 | 239 | 11 | 112 | 239 | 11 |
Avg Bars in Losers | 58 | 98 | 11 | 58 | 98 | 11 |
Bars Traded | 24427 | 22676 | 1751 | 24427 | 22676 | 1751 |
Profit Streak | 0 | 21.0496 | 0 | 0 | 21.0496 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378049 | 278532 | -482335 | -222341 | -112500 | -581047 |
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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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