Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568179.6595 | 526352.8253 | 41826.8342 | -1914.4604 | 134735.8618 | -136650.3222 |
Total P&L (%) | 568.1797 | 526.3528 | 41.8268 | -1.9145 | 134.7359 | -136.6503 |
Avg Daily Profit (%) | 0.3532 | 0.3272 | 0.026 | -0.0012 | 0.0531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259151 | -209347 | -115412 | -427105 | -270380 | -211244 |
Profit Factor | 1.4515 | 1.7925 | 1.0704 | 0.9984 | 1.2219 | 0.7541 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 128 | 51 | 77 | 128 | 51 | 77 |
Losing Trades | 209 | 118 | 91 | 209 | 118 | 91 |
Profitability (%) | 37.9822 | 30.1775 | 45.8333 | 37.9822 | 30.1775 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.3701 | 4.1474 | 1.265 | 1.6301 | 2.8271 | 0.8913 |
Largest Winning Trade | 386895 | 386895 | 33823 | 350900 | 350900 | 30209 |
Largest Losing Trade | -21907 | -21907 | -19513 | -75884 | -43606 | -75884 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 6360 | 3174 | 3186 | 6360 | 3174 | 3186 |
Profit Streak | 0 | 0 | 33.8814 | 0 | 0 | 33.8814 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318050 | 195254 | -303764 | -580633 | -128439 | -581254 |
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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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