Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385107.9939 | 329985.3816 | 55122.6124 | -23477.8151 | 31969.3493 | -55447.1644 |
Total P&L (%) | 385.108 | 329.9854 | 55.1226 | -23.4778 | 31.9693 | -55.4472 |
Avg Daily Profit (%) | 0.2069 | 0.1773 | 0.0296 | -0.0144 | 0.0149 | -0.0434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182215 | -141210 | -191927 | -155727 | -57583 | -157695 |
Profit Factor | 1.2241 | 1.4485 | 1.0561 | 0.9703 | 1.0942 | 0.8774 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Losing Trades | 189 | 96 | 93 | 189 | 96 | 93 |
Profitability (%) | 44.2478 | 43.1953 | 45.2941 | 44.2478 | 43.1953 | 45.2941 |
Ratio Avg Win / Avg Loss | 1.5424 | 1.9049 | 1.2756 | 1.2226 | 1.439 | 1.0597 |
Largest Winning Trade | 96020 | 96020 | 46707 | 39768 | 39768 | 35806 |
Largest Losing Trade | -42997 | -20193 | -42997 | -34583 | -25387 | -34583 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3706 | 1770 | 1935 | 3706 | 1770 | 1935 |
Profit Streak | 10.559 | 0 | 13.059 | 10.559 | 0 | 13.059 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319507 | 269664 | -313736 | -578647 | -294794 | -579720 |
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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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