Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454953.7986 | 376400.7734 | 78553.0252 | 463397.7874 | 608454.8967 | -145057.1093 |
Total P&L (%) | 454.9538 | 376.4008 | 78.553 | 463.3978 | 608.4549 | -145.0571 |
Avg Daily Profit (%) | 0.2458 | 0.2033 | 0.0424 | 0.0934 | 0.1058 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102963 | -79696 | -147259 | -1921862 | -1325245 | -1321703 |
Profit Factor | 1.336 | 1.5802 | 1.1113 | 1.0303 | 1.078 | 0.9806 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Losing Trades | 203 | 100 | 103 | 203 | 100 | 103 |
Profitability (%) | 43.1373 | 43.8202 | 42.4581 | 43.1373 | 43.8202 | 42.4581 |
Ratio Avg Win / Avg Loss | 1.761 | 2.0259 | 1.5062 | 1.3581 | 1.3821 | 1.329 |
Largest Winning Trade | 76596 | 76596 | 41586 | 448218 | 448218 | 400130 |
Largest Losing Trade | -48052 | -31075 | -48052 | -608822 | -484285 | -608822 |
Avg Bars in Trades | 61 | 64 | 59 | 61 | 64 | 59 |
Avg Bars in Winners | 81 | 83 | 79 | 81 | 83 | 79 |
Avg Bars in Losers | 46 | 48 | 44 | 46 | 48 | 44 |
Bars Traded | 22023 | 11412 | 10610 | 22023 | 11412 | 10610 |
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 | 310483 | 307091 | -235715 | -256223 | -188003 | -581662 |
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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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