Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233076.0776 | 173862.3626 | 59213.7151 | 117839.4935 | 475131.5916 | -357292.0981 |
Total P&L (%) | 233.0761 | 173.8624 | 59.2137 | 117.8395 | 475.1316 | -357.2921 |
Avg Daily Profit (%) | 0.2238 | 0.1669 | 0.0568 | 0.0748 | 0.1681 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116647 | -86432 | -80064 | -750659 | -456541 | -581882 |
Profit Factor | 1.2071 | 1.3283 | 1.0994 | 1.0221 | 1.197 | 0.8779 |
Total Trades | 405 | 202 | 203 | 405 | 202 | 203 |
Winning Trades | 195 | 94 | 101 | 195 | 94 | 101 |
Losing Trades | 210 | 108 | 102 | 210 | 108 | 102 |
Profitability (%) | 48.1481 | 46.5347 | 49.7537 | 48.1481 | 46.5347 | 49.7537 |
Ratio Avg Win / Avg Loss | 1.3 | 1.5261 | 1.1103 | 1.1007 | 1.3753 | 0.8866 |
Largest Winning Trade | 47228 | 47228 | 32666 | 197786 | 197786 | 138640 |
Largest Losing Trade | -32274 | -23723 | -32274 | -303174 | -150926 | -303174 |
Avg Bars in Trades | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Winners | 64 | 59 | 68 | 64 | 59 | 68 |
Avg Bars in Losers | 58 | 49 | 67 | 58 | 49 | 67 |
Bars Traded | 24836 | 10948 | 13887 | 24836 | 10948 | 13887 |
Profit Streak | 0 | 10.9111 | 0 | 0 | 10.9111 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314538 | 306124 | -228503 | -287960 | 119508 | -580366 |
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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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