Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259613.8712 | 233131.4583 | 26482.4129 | -55197.6258 | 34722.7225 | -89920.3484 |
Total P&L (%) | 259.6139 | 233.1315 | 26.4824 | -55.1976 | 34.7227 | -89.9203 |
Avg Daily Profit (%) | 0.2539 | 0.228 | 0.0259 | -0.0785 | 0.0292 | -0.2242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271029 | -215292 | -110244 | -183422 | -96650 | -124470 |
Profit Factor | 1.2262 | 1.3269 | 1.0609 | 0.8871 | 1.1363 | 0.6162 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 53.0488 | 52.439 | 53.6585 | 53.0488 | 52.439 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.0852 | 1.2035 | 0.9163 | 0.7851 | 1.0306 | 0.5322 |
Largest Winning Trade | 255680 | 255680 | 29512 | 70497 | 70497 | 16563 |
Largest Losing Trade | -45829 | -45829 | -23823 | -44286 | -29467 | -44286 |
Avg Bars in Trades | 74 | 112 | 35 | 74 | 112 | 35 |
Avg Bars in Winners | 57 | 74 | 39 | 57 | 74 | 39 |
Avg Bars in Losers | 93 | 153 | 31 | 93 | 153 | 31 |
Bars Traded | 24316 | 18446 | 5869 | 24316 | 18446 | 5869 |
Profit Streak | 0 | 0 | 21.1624 | 0 | 0 | 21.1624 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353702 | 314235 | -315040 | -578667 | -226549 | -578946 |
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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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