Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556526.4778 | 465389.4191 | 91137.0587 | 362915.05 | -286088.0343 | 649003.0843 |
Total P&L (%) | 556.5265 | 465.3894 | 91.1371 | 362.9151 | -286.088 | 649.0031 |
Avg Daily Profit (%) | 0.2672 | 0.2235 | 0.0438 | 0.0736 | 0 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110820 | -88106 | -199069 | -837517 | -824036 | -310355 |
Profit Factor | 1.4409 | 1.7573 | 1.1407 | 1.0789 | 0.8862 | 1.311 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 147 | 60 | 87 | 147 | 60 | 87 |
Losing Trades | 205 | 116 | 89 | 205 | 116 | 89 |
Profitability (%) | 41.7614 | 34.0909 | 49.4318 | 41.7614 | 34.0909 | 49.4318 |
Ratio Avg Win / Avg Loss | 2.0094 | 3.3974 | 1.1669 | 1.5045 | 1.7134 | 1.3411 |
Largest Winning Trade | 221480 | 221480 | 57069 | 473669 | 473669 | 327755 |
Largest Losing Trade | -39784 | -20569 | -39784 | -194465 | -174884 | -194465 |
Avg Bars in Trades | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Winners | 102 | 103 | 102 | 102 | 103 | 102 |
Avg Bars in Losers | 45 | 41 | 51 | 45 | 41 | 51 |
Bars Traded | 24493 | 10975 | 13519 | 24493 | 10975 | 13519 |
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 | 334971 | 191983 | -200073 | -228684 | -583820 | -63110 |
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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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