Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178358.9 | 148304.7939 | 30054.1061 | 131204.2296 | 143064.8848 | -11860.6552 |
Total P&L (%) | 178.3589 | 148.3048 | 30.0541 | 131.2042 | 143.0649 | -11.8607 |
Avg Daily Profit (%) | 0.3425 | 0.2847 | 0.0577 | 0.1611 | 0.1707 | -0.0242 |
Buy And Hold Return (%) | 21.3481 | 21.3481 | 21.3481 | 21.3481 | 21.3481 | 21.3481 |
Max Trade Drawdown | -133941 | -96731 | -53498 | -778385 | -526250 | -310878 |
Profit Factor | 1.3253 | 1.5157 | 1.1153 | 1.0658 | 1.1355 | 0.9874 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Profitability (%) | 43.2787 | 42.7632 | 43.7909 | 43.2787 | 42.7632 | 43.7909 |
Ratio Avg Win / Avg Loss | 1.7369 | 2.0286 | 1.4315 | 1.3968 | 1.5199 | 1.2674 |
Largest Winning Trade | 132733 | 132733 | 12997 | 321573 | 321573 | 94435 |
Largest Losing Trade | -25909 | -25909 | -12084 | -177672 | -177672 | -64602 |
Avg Bars in Trades | 79 | 113 | 45 | 79 | 113 | 45 |
Avg Bars in Winners | 112 | 181 | 45 | 112 | 181 | 45 |
Avg Bars in Losers | 54 | 62 | 45 | 54 | 62 | 45 |
Bars Traded | 24187 | 17267 | 6920 | 24187 | 17267 | 6920 |
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 | 309616 | 276508 | -251239 | -143067 | -66284 | -581848 |
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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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