Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143167.2394 | 144470.7339 | -1303.4945 | 40918.4849 | 78851.4088 | -37932.9239 |
Total P&L (%) | 143.1672 | 144.4707 | -1.3035 | 40.9185 | 78.8514 | -37.9329 |
Avg Daily Profit (%) | 1.6492 | 1.6642 | -0.015 | 0.3959 | 0.672 | -0.5479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105911 | -51187 | -71625 | -68933 | -26406 | -50485 |
Profit Factor | 1.3007 | 1.6516 | 0.9949 | 1.1534 | 1.6754 | 0.747 |
Total Trades | 808 | 404 | 404 | 808 | 404 | 404 |
Winning Trades | 366 | 169 | 197 | 366 | 169 | 197 |
Losing Trades | 442 | 235 | 207 | 442 | 235 | 207 |
Profitability (%) | 45.297 | 41.8317 | 48.7624 | 45.297 | 41.8317 | 48.7624 |
Ratio Avg Win / Avg Loss | 1.5708 | 2.2967 | 1.0454 | 1.393 | 2.3297 | 0.7849 |
Largest Winning Trade | 180098 | 180098 | 75549 | 98908 | 98908 | 23635 |
Largest Losing Trade | -13036 | -5438 | -13036 | -12374 | -3807 | -12374 |
Avg Bars in Trades | 30 | 26 | 35 | 30 | 26 | 35 |
Avg Bars in Winners | 36 | 31 | 39 | 36 | 31 | 39 |
Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
Bars Traded | 24948 | 10738 | 14209 | 24948 | 10738 | 14209 |
Profit Streak | 0 | 0.1419 | 0 | 0 | 0.1419 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544703 | 343475 | -579983 | -44138 | 288724 | -581649 |
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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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