Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416909.0221 | 326571.6564 | 90337.3657 | 612828.005 | 687478.3624 | -74650.3574 |
Total P&L (%) | 416.909 | 326.5717 | 90.3374 | 612.828 | 687.4784 | -74.6504 |
Avg Daily Profit (%) | 0.4003 | 0.3135 | 0.0867 | 0.1887 | 0.1983 | -0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84447 | -79803 | -55789 | -873154 | -768243 | -457105 |
Profit Factor | 1.5589 | 1.8765 | 1.242 | 1.156 | 1.336 | 0.9604 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 181 | 93 | 88 | 181 | 93 | 88 |
Profitability (%) | 44.8171 | 43.2927 | 46.3415 | 44.8171 | 43.2927 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.9195 | 2.458 | 1.4381 | 1.4233 | 1.75 | 1.112 |
Largest Winning Trade | 221527 | 221527 | 41138 | 932188 | 932188 | 202076 |
Largest Losing Trade | -29344 | -13090 | -29344 | -180662 | -111447 | -180662 |
Avg Bars in Trades | 74 | 69 | 80 | 74 | 69 | 80 |
Avg Bars in Winners | 109 | 101 | 117 | 109 | 101 | 117 |
Avg Bars in Losers | 46 | 46 | 47 | 46 | 46 | 47 |
Bars Traded | 24598 | 11455 | 13143 | 24598 | 11455 | 13143 |
Profit Streak | 0 | 0 | 4.7038 | 0 | 0 | 4.7038 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425135 | 354546 | -78120 | -41326 | 256812 | -579792 |
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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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