Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365820.1105 | 288606.2724 | 77213.8381 | -10382.2244 | 126293.3419 | -136675.5663 |
Total P&L (%) | 365.8201 | 288.6063 | 77.2138 | -10.3822 | 126.2933 | -136.6756 |
Avg Daily Profit (%) | 0.2479 | 0.1956 | 0.0523 | -0.0074 | 0.0554 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117110 | -147160 | -136972 | -282916 | -262293 | -219636 |
Profit Factor | 1.2445 | 1.4303 | 1.0935 | 0.9939 | 1.1651 | 0.8523 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 196 | 103 | 93 | 196 | 103 | 93 |
Profitability (%) | 43.5159 | 40.8046 | 46.2428 | 43.5159 | 40.8046 | 46.2428 |
Ratio Avg Win / Avg Loss | 1.6154 | 2.075 | 1.2712 | 1.29 | 1.6902 | 0.9908 |
Largest Winning Trade | 138505 | 138505 | 37891 | 113963 | 113963 | 39060 |
Largest Losing Trade | -54905 | -20494 | -54905 | -89458 | -60162 | -89458 |
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 | 4395 | 1979 | 2415 | 4395 | 1979 | 2415 |
Profit Streak | 0 | 0 | 22.3262 | 0 | 0 | 22.3262 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304437 | 238764 | -240984 | -579540 | -159737 | -581062 |
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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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