Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356295.579 | 257677.1253 | 98618.4537 | 323888.596 | 260639.324 | 63249.272 |
Total P&L (%) | 356.2956 | 257.6771 | 98.6185 | 323.8886 | 260.6393 | 63.2493 |
Avg Daily Profit (%) | 0.342 | 0.2474 | 0.0947 | 0.1387 | 0.1232 | 0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95106 | -77349 | -91435 | -588699 | -478088 | -335777 |
Profit Factor | 1.364 | 1.5356 | 1.1981 | 1.1007 | 1.1618 | 1.0394 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 207 | 99 | 108 | 207 | 99 | 108 |
Losing Trades | 178 | 94 | 84 | 178 | 94 | 84 |
Profitability (%) | 53.7662 | 51.2953 | 56.25 | 53.7662 | 51.2953 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1729 | 1.458 | 0.9318 | 0.9465 | 1.1031 | 0.8084 |
Largest Winning Trade | 35713 | 35713 | 28782 | 171405 | 106356 | 171405 |
Largest Losing Trade | -72776 | -35167 | -72776 | -252221 | -252221 | -248916 |
Avg Bars in Trades | 64 | 71 | 57 | 64 | 71 | 57 |
Avg Bars in Winners | 56 | 63 | 49 | 56 | 63 | 49 |
Avg Bars in Losers | 73 | 79 | 67 | 73 | 79 | 67 |
Bars Traded | 24786 | 13718 | 11069 | 24786 | 13718 | 11069 |
Profit Streak | 0 | 0 | 15.0678 | 0 | 0 | 15.0678 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425183 | 366210 | -68542 | -116760 | -70454 | -307055 |
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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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