Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301510.3581 | 90639.868 | 210870.4901 | 130219.527 | -58045.0452 | 188264.5722 |
Total P&L (%) | 301.5104 | 90.6399 | 210.8705 | 130.2195 | -58.045 | 188.2646 |
Avg Daily Profit (%) | 0.2042 | 0.0614 | 0.1428 | 0.0565 | -0.0588 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164446 | -68179 | -152618 | -415567 | -206699 | -366285 |
Profit Factor | 1.2309 | 1.1516 | 1.2979 | 1.0458 | 0.9549 | 1.121 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Losing Trades | 180 | 91 | 89 | 180 | 91 | 89 |
Profitability (%) | 51.4825 | 51.0753 | 51.8919 | 51.4825 | 51.0753 | 51.8919 |
Ratio Avg Win / Avg Loss | 1.16 | 1.1031 | 1.2033 | 0.9856 | 0.9146 | 1.0393 |
Largest Winning Trade | 76518 | 76518 | 40910 | 164462 | 164462 | 111638 |
Largest Losing Trade | -25314 | -24344 | -25314 | -104155 | -64065 | -104155 |
Avg Bars in Trades | 23 | 17 | 28 | 23 | 17 | 28 |
Avg Bars in Winners | 19 | 14 | 24 | 19 | 14 | 24 |
Avg Bars in Losers | 27 | 21 | 33 | 27 | 21 | 33 |
Bars Traded | 8692 | 3335 | 5357 | 8692 | 3335 | 5357 |
Profit Streak | 0 | 0 | 9.3254 | 0 | 0 | 9.3254 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350208 | -163882 | -286 | -286858 | -579942 | -182510 |
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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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