Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375923.222 | 355991.4768 | 19931.7452 | 45447.3162 | 67641.6208 | -22194.3046 |
Total P&L (%) | 375.9232 | 355.9915 | 19.9317 | 45.4473 | 67.6416 | -22.1943 |
Avg Daily Profit (%) | 0.1947 | 0.1844 | 0.0103 | 0.0194 | 0.0268 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149083 | -85204 | -159240 | -181992 | -185549 | -236291 |
Profit Factor | 1.3577 | 1.7031 | 1.0366 | 1.0314 | 1.0934 | 0.9692 |
Total Trades | 359 | 180 | 179 | 359 | 180 | 179 |
Winning Trades | 169 | 81 | 88 | 169 | 81 | 88 |
Losing Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Profitability (%) | 47.0752 | 45 | 49.162 | 47.0752 | 45 | 49.162 |
Ratio Avg Win / Avg Loss | 1.5265 | 2.0816 | 1.0719 | 1.1596 | 1.3363 | 1.0023 |
Largest Winning Trade | 237554 | 237554 | 51147 | 112858 | 112858 | 65608 |
Largest Losing Trade | -42265 | -42265 | -41249 | -67500 | -53618 | -67500 |
Avg Bars in Trades | 31 | 27 | 36 | 31 | 27 | 36 |
Avg Bars in Winners | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 11428 | 4866 | 6562 | 11428 | 4866 | 6562 |
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 | 355086 | 339684 | -366178 | -353865 | -276373 | -579055 |
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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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