Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384110.6055 | 355932.3763 | 28178.2293 | -27525.6491 | 24640.7113 | -52166.3604 |
Total P&L (%) | 384.1106 | 355.9324 | 28.1782 | -27.5256 | 24.6407 | -52.1664 |
Avg Daily Profit (%) | 0.1844 | 0.1708 | 0.0135 | -0.0155 | 0.0106 | -0.0354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130883 | -135791 | -184602 | -190774 | -192054 | -219865 |
Profit Factor | 1.2674 | 1.514 | 1.0379 | 0.9826 | 1.0321 | 0.9362 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 166 | 76 | 90 | 166 | 76 | 90 |
Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Profitability (%) | 48.2558 | 44.186 | 52.3256 | 48.2558 | 44.186 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.359 | 1.9125 | 0.9456 | 1.0537 | 1.3037 | 0.853 |
Largest Winning Trade | 254913 | 254913 | 47799 | 173044 | 173044 | 57162 |
Largest Losing Trade | -45459 | -30941 | -45459 | -81978 | -51283 | -81978 |
Avg Bars in Trades | 71 | 67 | 75 | 71 | 67 | 75 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 54 | 50 | 60 | 54 | 50 | 60 |
Bars Traded | 24697 | 11654 | 13043 | 24697 | 11654 | 13043 |
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 | 305724 | 286534 | -357936 | -577991 | -369647 | -580131 |
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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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