Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308876.036 | 236663.9513 | 72212.0847 | 77857.1136 | 196159.6053 | -118302.4917 |
Total P&L (%) | 308.876 | 236.664 | 72.2121 | 77.8571 | 196.1596 | -118.3025 |
Avg Daily Profit (%) | 0.3036 | 0.2326 | 0.071 | 0.0566 | 0.1068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166896 | -117859 | -101208 | -282617 | -155473 | -207920 |
Profit Factor | 1.3144 | 1.4942 | 1.1434 | 1.0502 | 1.2704 | 0.8566 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 173 | 83 | 90 | 173 | 83 | 90 |
Losing Trades | 174 | 91 | 83 | 174 | 91 | 83 |
Profitability (%) | 49.8559 | 47.7011 | 52.0231 | 49.8559 | 47.7011 | 52.0231 |
Ratio Avg Win / Avg Loss | 1.322 | 1.6382 | 1.0545 | 1.0563 | 1.3928 | 0.7899 |
Largest Winning Trade | 169049 | 169049 | 44369 | 186984 | 186984 | 45566 |
Largest Losing Trade | -27761 | -23963 | -27761 | -62813 | -37639 | -62813 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 11931 | 5254 | 6677 | 11931 | 5254 | 6677 |
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 | 375728 | 350771 | -160318 | -280843 | -51068 | -580165 |
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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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