Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386810.1765 | 366654.7385 | 20155.438 | 89385.6958 | 195946.0008 | -106560.3051 |
Total P&L (%) | 386.8102 | 366.6547 | 20.1554 | 89.3857 | 195.946 | -106.5603 |
Avg Daily Profit (%) | 0.3714 | 0.352 | 0.0194 | 0.0613 | 0.1042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117775 | -77832 | -59623 | -411263 | -259523 | -194194 |
Profit Factor | 1.4768 | 1.8438 | 1.0535 | 1.0523 | 1.2141 | 0.866 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 170 | 80 | 90 | 170 | 80 | 90 |
Losing Trades | 214 | 112 | 102 | 214 | 112 | 102 |
Profitability (%) | 44.2708 | 41.6667 | 46.875 | 44.2708 | 41.6667 | 46.875 |
Ratio Avg Win / Avg Loss | 1.859 | 2.5813 | 1.194 | 1.3246 | 1.6998 | 0.9815 |
Largest Winning Trade | 364663 | 364663 | 32125 | 398954 | 398954 | 73852 |
Largest Losing Trade | -19190 | -15632 | -19190 | -56688 | -49662 | -56688 |
Avg Bars in Trades | 63 | 59 | 68 | 63 | 59 | 68 |
Avg Bars in Winners | 96 | 89 | 102 | 96 | 89 | 102 |
Avg Bars in Losers | 37 | 38 | 37 | 37 | 38 | 37 |
Bars Traded | 24483 | 11409 | 13074 | 24483 | 11409 | 13074 |
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 | 401051 | 346608 | -336238 | -274297 | -55967 | -581543 |
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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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