Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173934.9729 | 173106.8556 | 828.1173 | 2096.4811 | 79656.6674 | -77560.1863 |
Total P&L (%) | 173.935 | 173.1069 | 0.8281 | 2.0965 | 79.6567 | -77.5602 |
Avg Daily Profit (%) | 0.167 | 0.1662 | 0.0008 | 0.002 | 0.0563 | -0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129168 | -67960 | -120369 | -91327 | -40504 | -110626 |
Profit Factor | 1.109 | 1.2402 | 1.0009 | 1.0019 | 1.1663 | 0.8716 |
Total Trades | 627 | 313 | 314 | 627 | 313 | 314 |
Winning Trades | 341 | 157 | 184 | 341 | 157 | 184 |
Losing Trades | 286 | 156 | 130 | 286 | 156 | 130 |
Profitability (%) | 54.386 | 50.1597 | 58.5987 | 54.386 | 50.1597 | 58.5987 |
Ratio Avg Win / Avg Loss | 0.9301 | 1.2323 | 0.7072 | 0.8403 | 1.1589 | 0.6158 |
Largest Winning Trade | 33698 | 33698 | 24806 | 19921 | 19921 | 12818 |
Largest Losing Trade | -29294 | -21216 | -29294 | -26701 | -14628 | -26701 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 24911 | 12437 | 12474 | 24911 | 12437 | 12474 |
Profit Streak | 0 | 6.1301 | 0 | 0 | 6.1301 | 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 | -91108 | 318527 | -576476 | -572148 | -153543 | -578576 |
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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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