Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439610.0884 | 440087.2325 | -477.1441 | -46545.7272 | 117027.3915 | -163573.1187 |
Total P&L (%) | 439.6101 | 440.0872 | -0.4771 | -46.5457 | 117.0274 | -163.5731 |
Avg Daily Profit (%) | 0.2111 | 0.2113 | -0.0002 | -0.0301 | 0.0372 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185409 | -125729 | -226292 | -328831 | -239157 | -342053 |
Profit Factor | 1.3205 | 1.6024 | 0.9993 | 0.9722 | 1.1351 | 0.7971 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 127 | 56 | 71 | 127 | 56 | 71 |
Losing Trades | 154 | 84 | 70 | 154 | 84 | 70 |
Profitability (%) | 45.1957 | 40 | 50.3546 | 45.1957 | 40 | 50.3546 |
Ratio Avg Win / Avg Loss | 1.6012 | 2.4036 | 0.9852 | 1.1789 | 1.7026 | 0.7859 |
Largest Winning Trade | 326710 | 326710 | 48049 | 275604 | 275604 | 43669 |
Largest Losing Trade | -54143 | -30289 | -54143 | -167475 | -53001 | -167475 |
Avg Bars in Trades | 87 | 81 | 94 | 87 | 81 | 94 |
Avg Bars in Winners | 121 | 123 | 120 | 121 | 123 | 120 |
Avg Bars in Losers | 59 | 52 | 67 | 59 | 52 | 67 |
Bars Traded | 24643 | 11344 | 13299 | 24643 | 11344 | 13299 |
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 | 310939 | 240420 | -580912 | -579509 | -218089 | -580912 |
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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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