Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267373.2151 | 231995.0547 | 35378.1604 | 21210.8353 | 65953.294 | -44742.4587 |
Total P&L (%) | 267.3732 | 231.9951 | 35.3782 | 21.2108 | 65.9533 | -44.7425 |
Avg Daily Profit (%) | 0.2145 | 0.1861 | 0.0284 | 0.0154 | 0.0407 | -0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138608 | -73735 | -81504 | -208149 | -136984 | -100346 |
Profit Factor | 1.2313 | 1.4154 | 1.0592 | 1.0169 | 1.1068 | 0.9301 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 199 | 95 | 104 | 199 | 95 | 104 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 56.3739 | 53.6723 | 59.0909 | 56.3739 | 53.6723 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.9529 | 1.2217 | 0.7333 | 0.7869 | 0.9553 | 0.6439 |
Largest Winning Trade | 63779 | 63779 | 31459 | 29720 | 29720 | 22790 |
Largest Losing Trade | -66582 | -40157 | -66582 | -74218 | -56220 | -74218 |
Avg Bars in Trades | 41 | 48 | 35 | 41 | 48 | 35 |
Avg Bars in Winners | 38 | 43 | 33 | 38 | 43 | 33 |
Avg Bars in Losers | 46 | 53 | 38 | 46 | 53 | 38 |
Bars Traded | 14803 | 8545 | 6258 | 14803 | 8545 | 6258 |
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 | 302923 | 329003 | -313093 | -379277 | -242757 | -579233 |
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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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