Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286293.6502 | 179886.3914 | 106407.2589 | 138475.7018 | 153010.9426 | -14535.2408 |
Total P&L (%) | 286.2937 | 179.8864 | 106.4073 | 138.4757 | 153.0109 | -14.5352 |
Avg Daily Profit (%) | 0.1706 | 0.1072 | 0.0634 | 0.0518 | 0.0553 | -0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108019 | -166073 | -65598 | -208619 | -173172 | -190061 |
Profit Factor | 1.2375 | 1.289 | 1.1826 | 1.0996 | 1.2235 | 0.9794 |
Total Trades | 554 | 277 | 277 | 554 | 277 | 277 |
Winning Trades | 249 | 123 | 126 | 249 | 123 | 126 |
Losing Trades | 305 | 154 | 151 | 305 | 154 | 151 |
Profitability (%) | 44.9458 | 44.4043 | 45.4874 | 44.9458 | 44.4043 | 45.4874 |
Ratio Avg Win / Avg Loss | 1.5159 | 1.6139 | 1.4172 | 1.3469 | 1.5318 | 1.1737 |
Largest Winning Trade | 81529 | 81529 | 50633 | 99618 | 99618 | 86625 |
Largest Losing Trade | -24601 | -24601 | -23411 | -34040 | -34040 | -27199 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 48 | 48 | 49 | 48 | 48 | 49 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 19972 | 10273 | 9699 | 19972 | 10273 | 9699 |
Profit Streak | 0 | 31.6738 | 0 | 0 | 31.6738 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328044 | -49031 | -128813 | -233772 | -118587 | -579972 |
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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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