Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444274.7868 | 422360.8278 | 21913.959 | -50557.3091 | 72632.9823 | -123190.2913 |
Total P&L (%) | 444.2748 | 422.3608 | 21.914 | -50.5573 | 72.633 | -123.1903 |
Avg Daily Profit (%) | 0.1888 | 0.1794 | 0.0093 | -0.0299 | 0.0232 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168345 | -147934 | -179936 | -595794 | -352295 | -360254 |
Profit Factor | 1.2863 | 1.5338 | 1.0288 | 0.9789 | 1.0592 | 0.8943 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 174 | 82 | 92 | 174 | 82 | 92 |
Losing Trades | 156 | 83 | 73 | 156 | 83 | 73 |
Profitability (%) | 52.7273 | 49.697 | 55.7576 | 52.7273 | 49.697 | 55.7576 |
Ratio Avg Win / Avg Loss | 1.1532 | 1.5525 | 0.8163 | 0.8776 | 1.0721 | 0.7096 |
Largest Winning Trade | 183874 | 183874 | 55800 | 176180 | 176180 | 76692 |
Largest Losing Trade | -70635 | -27926 | -70635 | -160333 | -160333 | -98093 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 6917 | 3216 | 3701 | 6917 | 3216 | 3701 |
Profit Streak | 0 | 0 | 14.2551 | 0 | 0 | 14.2551 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355747 | 379375 | -374585 | -578421 | -316811 | -578851 |
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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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