Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488086.0594 | 295078.8849 | 193007.1745 | 1619176.7119 | 1662271.4753 | -43094.7634 |
Total P&L (%) | 488.0861 | 295.0789 | 193.0072 | 1619.1767 | 1662.2715 | -43.0948 |
Avg Daily Profit (%) | 0.2882 | 0.1743 | 0.114 | 0.1681 | 0.1696 | -0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94297 | -90856 | -73016 | -2979038 | -925766 | -2379969 |
Profit Factor | 1.5255 | 1.671 | 1.3946 | 1.2407 | 1.6143 | 0.9893 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 164 | 77 | 87 | 164 | 77 | 87 |
Losing Trades | 212 | 111 | 101 | 212 | 111 | 101 |
Profitability (%) | 43.617 | 40.9574 | 46.2766 | 43.617 | 40.9574 | 46.2766 |
Ratio Avg Win / Avg Loss | 1.972 | 2.4088 | 1.6191 | 1.6038 | 2.3271 | 1.1485 |
Largest Winning Trade | 81008 | 81008 | 48276 | 1082497 | 1082497 | 716140 |
Largest Losing Trade | -23304 | -21496 | -23304 | -430304 | -425207 | -430304 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 79 | 71 | 86 | 79 | 71 | 86 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 20097 | 8943 | 11154 | 20097 | 8943 | 11154 |
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 | 375536 | 269234 | -40077 | 290923 | 278855 | -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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