Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275260.0254 | 331513.6725 | -56253.6471 | -64868.0244 | -18628.6513 | -46239.3731 |
Total P&L (%) | 275.26 | 331.5137 | -56.2536 | -64.868 | -18.6287 | -46.2394 |
Avg Daily Profit (%) | 0.1393 | 0.1678 | -0.0285 | -0.0529 | -0.0104 | -0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206337 | -164390 | -144484 | -655949 | -550812 | -375769 |
Profit Factor | 1.2025 | 1.5054 | 0.92 | 0.977 | 0.9868 | 0.9671 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Losing Trades | 194 | 94 | 100 | 194 | 94 | 100 |
Profitability (%) | 46.4088 | 48.0663 | 44.7514 | 46.4088 | 48.0663 | 44.7514 |
Ratio Avg Win / Avg Loss | 1.3886 | 1.6265 | 1.1358 | 1.1282 | 1.0662 | 1.194 |
Largest Winning Trade | 175546 | 175546 | 53644 | 254119 | 254119 | 240437 |
Largest Losing Trade | -47538 | -47538 | -38093 | -327367 | -327367 | -142731 |
Avg Bars in Trades | 32 | 30 | 33 | 32 | 30 | 33 |
Avg Bars in Winners | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 11634 | 5566 | 6068 | 11634 | 5566 | 6068 |
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 | -7086 | 339697 | -580760 | -578615 | -579470 | -580760 |
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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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