Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231017.3103 | 204069.2141 | 26948.0963 | 82318.397 | 164107.0741 | -81788.6772 |
Total P&L (%) | 231.0173 | 204.0692 | 26.9481 | 82.3184 | 164.1071 | -81.7887 |
Avg Daily Profit (%) | 0.2218 | 0.1959 | 0.0259 | 0.0577 | 0.0933 | -0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126373 | -90236 | -77335 | -384653 | -277977 | -197214 |
Profit Factor | 1.3537 | 1.6264 | 1.0823 | 1.0589 | 1.2263 | 0.8782 |
Total Trades | 395 | 198 | 197 | 395 | 198 | 197 |
Winning Trades | 178 | 87 | 91 | 178 | 87 | 91 |
Losing Trades | 217 | 111 | 106 | 217 | 111 | 106 |
Profitability (%) | 45.0633 | 43.9394 | 46.1929 | 45.0633 | 43.9394 | 46.1929 |
Ratio Avg Win / Avg Loss | 1.6503 | 2.075 | 1.2607 | 1.2909 | 1.5646 | 1.023 |
Largest Winning Trade | 175963 | 175963 | 29945 | 294411 | 294411 | 58685 |
Largest Losing Trade | -19851 | -19851 | -18612 | -75381 | -75381 | -69021 |
Avg Bars in Trades | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Winners | 83 | 76 | 90 | 83 | 76 | 90 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 24000 | 11213 | 12787 | 24000 | 11213 | 12787 |
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 | 341105 | 316420 | -292685 | -271471 | -69568 | -580116 |
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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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