Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414726.4684 | 349296.5863 | 65429.8821 | 205666.8074 | 532949.4974 | -327282.6899 |
Total P&L (%) | 414.7265 | 349.2966 | 65.4299 | 205.6668 | 532.9495 | -327.2827 |
Avg Daily Profit (%) | 0.1887 | 0.1589 | 0.0298 | 0.0509 | 0.084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175554 | -102306 | -133617 | -785075 | -387150 | -638397 |
Profit Factor | 1.3014 | 1.4715 | 1.103 | 1.0435 | 1.2144 | 0.854 |
Total Trades | 449 | 224 | 225 | 449 | 224 | 225 |
Winning Trades | 199 | 91 | 108 | 199 | 91 | 108 |
Losing Trades | 250 | 133 | 117 | 250 | 133 | 117 |
Profitability (%) | 44.3207 | 40.625 | 48 | 44.3207 | 40.625 | 48 |
Ratio Avg Win / Avg Loss | 1.6349 | 2.1507 | 1.1949 | 1.3109 | 1.775 | 0.9251 |
Largest Winning Trade | 121625 | 121625 | 43950 | 264374 | 264374 | 159452 |
Largest Losing Trade | -29062 | -28615 | -29062 | -200390 | -200390 | -139698 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 13088 | 6912 | 6176 | 13088 | 6912 | 6176 |
Profit Streak | 8.2042 | 0 | 19.3709 | 8.2042 | 0 | 19.3709 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353409 | 233433 | -259472 | -296578 | -82757 | -579590 |
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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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