Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529936.9965 | 482288.4829 | 47648.5136 | 3875.2231 | 218638.4144 | -214763.1913 |
Total P&L (%) | 529.937 | 482.2885 | 47.6485 | 3.8752 | 218.6384 | -214.7632 |
Avg Daily Profit (%) | 0.284 | 0.2585 | 0.0255 | 0.002 | 0.0621 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217110 | -113838 | -218283 | -305423 | -132987 | -315201 |
Profit Factor | 1.3956 | 1.73 | 1.0702 | 1.0032 | 1.371 | 0.6581 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 150 | 64 | 86 | 150 | 64 | 86 |
Losing Trades | 215 | 119 | 96 | 215 | 119 | 96 |
Profitability (%) | 41.0959 | 34.9727 | 47.2527 | 41.0959 | 34.9727 | 47.2527 |
Ratio Avg Win / Avg Loss | 2.0003 | 3.2167 | 1.1946 | 1.4379 | 2.5492 | 0.7347 |
Largest Winning Trade | 264850 | 264850 | 86225 | 232533 | 232533 | 56028 |
Largest Losing Trade | -41227 | -36583 | -41227 | -86833 | -50407 | -86833 |
Avg Bars in Trades | 60 | 49 | 71 | 60 | 49 | 71 |
Avg Bars in Winners | 101 | 88 | 110 | 101 | 88 | 110 |
Avg Bars in Losers | 32 | 28 | 36 | 32 | 28 | 36 |
Bars Traded | 22152 | 9094 | 13058 | 22152 | 9094 | 13058 |
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 | 323288 | 214514 | -304305 | -574447 | -113785 | -581448 |
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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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