Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407538.8237 | 338405.0373 | 69133.7864 | 123197.3347 | 172568.7802 | -49371.4455 |
Total P&L (%) | 407.5388 | 338.405 | 69.1338 | 123.1973 | 172.5688 | -49.3714 |
Avg Daily Profit (%) | 0.1957 | 0.1625 | 0.0332 | 0.0386 | 0.0482 | -0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143578 | -123547 | -100211 | -778615 | -806120 | -622286 |
Profit Factor | 1.2934 | 1.476 | 1.1019 | 1.0216 | 1.0565 | 0.9814 |
Total Trades | 483 | 241 | 242 | 483 | 241 | 242 |
Winning Trades | 218 | 104 | 114 | 218 | 104 | 114 |
Losing Trades | 265 | 137 | 128 | 265 | 137 | 128 |
Profitability (%) | 45.1346 | 43.1535 | 47.1074 | 45.1346 | 43.1535 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.5722 | 1.9444 | 1.2373 | 1.2418 | 1.3917 | 1.1019 |
Largest Winning Trade | 155273 | 155273 | 50501 | 345505 | 345505 | 236007 |
Largest Losing Trade | -30825 | -30825 | -30737 | -191953 | -191953 | -152620 |
Avg Bars in Trades | 51 | 42 | 59 | 51 | 42 | 59 |
Avg Bars in Winners | 65 | 53 | 75 | 65 | 53 | 75 |
Avg Bars in Losers | 39 | 33 | 45 | 39 | 33 | 45 |
Bars Traded | 24650 | 10183 | 14467 | 24650 | 10183 | 14467 |
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 | 337340 | 274103 | -257420 | -337558 | -288946 | -579525 |
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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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