Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642389.4716 | 620487.5488 | 21901.9228 | 46399.571 | 196170.2188 | -149770.6478 |
Total P&L (%) | 642.3895 | 620.4875 | 21.9019 | 46.3996 | 196.1702 | -149.7706 |
Avg Daily Profit (%) | 0.347 | 0.3352 | 0.0118 | 0.0206 | 0.0587 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144435 | -158841 | -78598 | -617507 | -723799 | -444224 |
Profit Factor | 1.714 | 1.9363 | 1.0924 | 1.0202 | 1.1233 | 0.7891 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 46.8421 | 43.1579 | 50.5263 | 46.8421 | 43.1579 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.9451 | 2.5503 | 1.0696 | 1.1577 | 1.4795 | 0.7726 |
Largest Winning Trade | 465582 | 465582 | 29253 | 525821 | 525821 | 124566 |
Largest Losing Trade | -67487 | -67487 | -57930 | -458340 | -458340 | -333249 |
Avg Bars in Trades | 115 | 208 | 22 | 115 | 208 | 22 |
Avg Bars in Winners | 100 | 190 | 23 | 100 | 190 | 23 |
Avg Bars in Losers | 129 | 221 | 22 | 129 | 221 | 22 |
Bars Traded | 21953 | 19781 | 2172 | 21953 | 19781 | 2172 |
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 | 443128 | 356718 | -301493 | -365578 | -202394 | -580732 |
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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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