Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418764.5454 | 408928.3988 | 9836.1466 | -30790.4197 | 494268.4085 | -525058.8281 |
Total P&L (%) | 418.7645 | 408.9284 | 9.8361 | -30.7904 | 494.2684 | -525.0588 |
Avg Daily Profit (%) | 0.1758 | 0.1717 | 0.0041 | -0.0155 | 0.0749 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194057 | -100306 | -258335 | -633948 | -469434 | -957738 |
Profit Factor | 1.2269 | 1.5346 | 1.0091 | 0.9924 | 1.2932 | 0.7801 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Losing Trades | 184 | 91 | 93 | 184 | 91 | 93 |
Profitability (%) | 44.7447 | 45.1807 | 44.3114 | 44.7447 | 45.1807 | 44.3114 |
Ratio Avg Win / Avg Loss | 1.5151 | 1.862 | 1.2682 | 1.2256 | 1.5691 | 0.9804 |
Largest Winning Trade | 83126 | 83126 | 51667 | 190655 | 190655 | 120449 |
Largest Losing Trade | -56337 | -56337 | -51024 | -347498 | -347498 | -203885 |
Avg Bars in Trades | 13 | 11 | 16 | 13 | 11 | 16 |
Avg Bars in Winners | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 4655 | 1874 | 2781 | 4655 | 1874 | 2781 |
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 | 292973 | 314118 | -565206 | -579136 | -93119 | -582393 |
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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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