Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518775.3968 | 530690.7336 | -11915.3368 | -62223.8584 | 59515.5925 | -121739.451 |
Total P&L (%) | 518.7754 | 530.6907 | -11.9153 | -62.2239 | 59.5156 | -121.7395 |
Avg Daily Profit (%) | 0.2206 | 0.2256 | -0.0051 | -0.0414 | 0.0199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194551 | -185399 | -164326 | -254139 | -231356 | -186205 |
Profit Factor | 1.2932 | 1.4722 | 0.9815 | 0.957 | 1.0639 | 0.7644 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 152 | 68 | 84 | 152 | 68 | 84 |
Losing Trades | 210 | 113 | 97 | 210 | 113 | 97 |
Profitability (%) | 41.989 | 37.5691 | 46.4088 | 41.989 | 37.5691 | 46.4088 |
Ratio Avg Win / Avg Loss | 1.7867 | 2.4464 | 1.1334 | 1.3222 | 1.768 | 0.8827 |
Largest Winning Trade | 210250 | 210250 | 42003 | 126853 | 126853 | 34152 |
Largest Losing Trade | -45086 | -44456 | -45086 | -51083 | -51083 | -49475 |
Avg Bars in Trades | 12 | 18 | 6 | 12 | 18 | 6 |
Avg Bars in Winners | 16 | 25 | 8 | 16 | 25 | 8 |
Avg Bars in Losers | 10 | 14 | 5 | 10 | 14 | 5 |
Bars Traded | 4608 | 3382 | 1226 | 4608 | 3382 | 1226 |
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 | 303187 | 228231 | -579837 | -580056 | -320285 | -581504 |
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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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