Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275912.1502 | 183931.6979 | 91980.4523 | 111658.4209 | 143548.1931 | -31889.7721 |
Total P&L (%) | 275.9122 | 183.9317 | 91.9805 | 111.6584 | 143.5482 | -31.8898 |
Avg Daily Profit (%) | 0.1628 | 0.1086 | 0.0543 | 0.0443 | 0.0526 | -0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110812 | -129994 | -81457 | -483313 | -170547 | -346382 |
Profit Factor | 1.2247 | 1.2958 | 1.1518 | 1.0531 | 1.1345 | 0.9692 |
Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
Winning Trades | 252 | 123 | 129 | 252 | 123 | 129 |
Losing Trades | 322 | 164 | 158 | 322 | 164 | 158 |
Profitability (%) | 43.9024 | 42.8571 | 44.9477 | 43.9024 | 42.8571 | 44.9477 |
Ratio Avg Win / Avg Loss | 1.5649 | 1.7278 | 1.4107 | 1.3456 | 1.5127 | 1.1871 |
Largest Winning Trade | 74694 | 74694 | 51692 | 152333 | 152333 | 97483 |
Largest Losing Trade | -20383 | -17096 | -20383 | -56387 | -56387 | -48308 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 49 | 43 | 54 | 49 | 43 | 54 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 20077 | 9215 | 10862 | 20077 | 9215 | 10862 |
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 | 311985 | -48726 | -175014 | -295311 | -196023 | -580130 |
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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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