Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351228.3882 | 283952.657 | 67275.7312 | 25988.6477 | -10085.9879 | 36074.6357 |
Total P&L (%) | 351.2284 | 283.9527 | 67.2757 | 25.9886 | -10.086 | 36.0746 |
Avg Daily Profit (%) | 0.2007 | 0.1623 | 0.0385 | 0.0132 | -0.0061 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130750 | -103538 | -102185 | -401428 | -303871 | -269828 |
Profit Factor | 1.2657 | 1.4227 | 1.1035 | 1.0089 | 0.9932 | 1.0254 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Losing Trades | 208 | 105 | 103 | 208 | 105 | 103 |
Profitability (%) | 43.9353 | 43.5484 | 44.3243 | 43.9353 | 43.5484 | 44.3243 |
Ratio Avg Win / Avg Loss | 1.6151 | 1.8443 | 1.3861 | 1.2875 | 1.2875 | 1.288 |
Largest Winning Trade | 192817 | 192817 | 48572 | 183054 | 183054 | 113056 |
Largest Losing Trade | -25763 | -19872 | -25763 | -123110 | -69355 | -123110 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 10304 | 4734 | 5570 | 10304 | 4734 | 5570 |
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 | 304978 | 267517 | -250219 | -389514 | -580924 | -366285 |
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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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