Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362516.2574 | 273456.9796 | 89059.2778 | -16798.288 | 90605.8215 | -107404.1095 |
Total P&L (%) | 362.5163 | 273.457 | 89.0593 | -16.7983 | 90.6058 | -107.4041 |
Avg Daily Profit (%) | 0.2435 | 0.1837 | 0.0598 | -0.0124 | 0.0433 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117110 | -144425 | -136972 | -290970 | -269478 | -185824 |
Profit Factor | 1.2401 | 1.4034 | 1.107 | 0.9896 | 1.1215 | 0.8759 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 153 | 71 | 82 | 153 | 71 | 82 |
Losing Trades | 199 | 105 | 94 | 199 | 105 | 94 |
Profitability (%) | 43.4659 | 40.3409 | 46.5909 | 43.4659 | 40.3409 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.6129 | 2.0755 | 1.269 | 1.2871 | 1.6586 | 1.0041 |
Largest Winning Trade | 148594 | 148594 | 37891 | 113995 | 113995 | 40070 |
Largest Losing Trade | -54905 | -20494 | -54905 | -73577 | -61717 | -73577 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4432 | 1978 | 2454 | 4432 | 1978 | 2454 |
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 | 302365 | 223069 | -216501 | -579534 | -223881 | -579793 |
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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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