Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383951.4994 | 348276.1277 | 35675.3717 | 50891.4189 | 512204.8936 | -461313.4747 |
Total P&L (%) | 383.9515 | 348.2761 | 35.6754 | 50.8914 | 512.2049 | -461.3135 |
Avg Daily Profit (%) | 0.1536 | 0.1393 | 0.0143 | 0.0165 | 0.0725 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204240 | -173034 | -107652 | -1388849 | -1116667 | -863715 |
Profit Factor | 1.3062 | 1.5558 | 1.0569 | 1.0091 | 1.1802 | 0.8317 |
Total Trades | 359 | 180 | 179 | 359 | 180 | 179 |
Winning Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Losing Trades | 174 | 85 | 89 | 174 | 85 | 89 |
Profitability (%) | 51.532 | 52.7778 | 50.2793 | 51.532 | 52.7778 | 50.2793 |
Ratio Avg Win / Avg Loss | 1.2285 | 1.392 | 1.0451 | 0.9491 | 1.056 | 0.8224 |
Largest Winning Trade | 180510 | 180510 | 55703 | 716286 | 716286 | 333173 |
Largest Losing Trade | -43234 | -41455 | -43234 | -573436 | -528439 | -573436 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 33 | 29 | 38 | 33 | 29 | 38 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 9873 | 4441 | 5432 | 9873 | 4441 | 5432 |
Profit Streak | 0 | 0 | 11.5546 | 0 | 0 | 11.5546 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349171 | -4369 | -333320 | -381946 | -116952 | -579728 |
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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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