Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350177.939 | 271160.2157 | 79017.7233 | 107829.9673 | 334321.6229 | -226491.6556 |
Total P&L (%) | 350.1779 | 271.1602 | 79.0177 | 107.83 | 334.3216 | -226.4917 |
Avg Daily Profit (%) | 0.1816 | 0.1406 | 0.041 | 0.0379 | 0.0762 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169971 | -102655 | -119906 | -900176 | -563942 | -648362 |
Profit Factor | 1.2336 | 1.3645 | 1.1047 | 1.0201 | 1.1302 | 0.919 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Losing Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Profitability (%) | 50.2273 | 50.4545 | 50 | 50.2273 | 50.4545 | 50 |
Ratio Avg Win / Avg Loss | 1.2225 | 1.3399 | 1.1047 | 1.0109 | 1.1099 | 0.919 |
Largest Winning Trade | 74582 | 74582 | 68586 | 251162 | 251162 | 134993 |
Largest Losing Trade | -27961 | -27961 | -26969 | -222791 | -142831 | -222791 |
Avg Bars in Trades | 51 | 42 | 60 | 51 | 42 | 60 |
Avg Bars in Winners | 53 | 41 | 66 | 53 | 41 | 66 |
Avg Bars in Losers | 49 | 44 | 53 | 49 | 44 | 53 |
Bars Traded | 22562 | 9361 | 13201 | 22562 | 9361 | 13201 |
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 | 340972 | -4157 | -242955 | -338297 | -167838 | -580182 |
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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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