Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513627.7086 | 456289.3331 | 57338.3755 | 29651.9253 | 101729.0342 | -72077.1089 |
Total P&L (%) | 513.6277 | 456.2893 | 57.3384 | 29.6519 | 101.729 | -72.0771 |
Avg Daily Profit (%) | 0.2771 | 0.2461 | 0.0309 | 0.014 | 0.0379 | -0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177916 | -181874 | -112137 | -293699 | -160204 | -190421 |
Profit Factor | 1.411 | 1.5027 | 1.1676 | 1.0271 | 1.1349 | 0.7883 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Losing Trades | 154 | 84 | 70 | 154 | 84 | 70 |
Profitability (%) | 44 | 39.1304 | 48.9051 | 44 | 39.1304 | 48.9051 |
Ratio Avg Win / Avg Loss | 1.7958 | 2.3375 | 1.2199 | 1.3072 | 1.7654 | 0.8236 |
Largest Winning Trade | 157521 | 157521 | 30370 | 152629 | 152629 | 24537 |
Largest Losing Trade | -51350 | -51350 | -20617 | -71319 | -71319 | -41388 |
Avg Bars in Trades | 79 | 139 | 19 | 79 | 139 | 19 |
Avg Bars in Winners | 92 | 177 | 24 | 92 | 177 | 24 |
Avg Bars in Losers | 69 | 115 | 14 | 69 | 115 | 14 |
Bars Traded | 21960 | 19308 | 2652 | 21960 | 19308 | 2652 |
Profit Streak | 0 | 0 | 36.6471 | 0 | 0 | 36.6471 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348287 | 217206 | -187916 | -368891 | -217747 | -580127 |
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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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