Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377036.7823 | 261753.1684 | 115283.6139 | 216878.9662 | 222608.47 | -5729.5038 |
Total P&L (%) | 377.0368 | 261.7532 | 115.2836 | 216.879 | 222.6085 | -5.7295 |
Avg Daily Profit (%) | 0.2666 | 0.1851 | 0.0815 | 0.0816 | 0.0828 | -0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129440 | -104128 | -102442 | -352401 | -204840 | -327773 |
Profit Factor | 1.3121 | 1.4058 | 1.2048 | 1.0981 | 1.1905 | 0.9945 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Losing Trades | 191 | 100 | 91 | 191 | 100 | 91 |
Profitability (%) | 46.0452 | 43.5028 | 48.5876 | 46.0452 | 43.5028 | 48.5876 |
Ratio Avg Win / Avg Loss | 1.5375 | 1.8258 | 1.2748 | 1.2867 | 1.5461 | 1.0523 |
Largest Winning Trade | 127813 | 127813 | 32108 | 181112 | 181112 | 102884 |
Largest Losing Trade | -34550 | -34550 | -25627 | -81061 | -67835 | -81061 |
Avg Bars in Trades | 47 | 58 | 35 | 47 | 58 | 35 |
Avg Bars in Winners | 54 | 64 | 45 | 54 | 64 | 45 |
Avg Bars in Losers | 41 | 54 | 26 | 41 | 54 | 26 |
Bars Traded | 16712 | 10427 | 6284 | 16712 | 10427 | 6284 |
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 | 351794 | 258479 | -84807 | -196359 | -94370 | -579289 |
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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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