Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387255.2206 | 281176.0048 | 106079.2158 | 94470.7024 | 397297.627 | -302826.9246 |
Total P&L (%) | 387.2552 | 281.176 | 106.0792 | 94.4707 | 397.2976 | -302.8269 |
Avg Daily Profit (%) | 0.1693 | 0.1229 | 0.0464 | 0.0291 | 0.0702 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205398 | -191460 | -129136 | -329531 | -202671 | -426967 |
Profit Factor | 1.2136 | 1.3361 | 1.1087 | 1.043 | 1.4437 | 0.7671 |
Total Trades | 451 | 226 | 225 | 451 | 226 | 225 |
Winning Trades | 199 | 91 | 108 | 199 | 91 | 108 |
Losing Trades | 252 | 135 | 117 | 252 | 135 | 117 |
Profitability (%) | 44.1242 | 40.2655 | 48 | 44.1242 | 40.2655 | 48 |
Ratio Avg Win / Avg Loss | 1.5369 | 1.9821 | 1.2011 | 1.3208 | 2.1417 | 0.8311 |
Largest Winning Trade | 57958 | 57958 | 50108 | 82686 | 82686 | 48687 |
Largest Losing Trade | -50498 | -24985 | -50498 | -177321 | -45442 | -177321 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 4532 | 2103 | 2429 | 4532 | 2103 | 2429 |
Profit Streak | 0 | 0 | 36.1258 | 0 | 0 | 36.1258 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301535 | -30344 | -230815 | -326879 | -100065 | -579665 |
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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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