Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307702.1807 | 90145.7773 | 217556.4034 | 291716.4427 | -105940.8907 | 397657.3334 |
Total P&L (%) | 307.7022 | 90.1458 | 217.5564 | 291.7164 | -105.9409 | 397.6573 |
Avg Daily Profit (%) | 0.1919 | 0.0562 | 0.1356 | 0.0852 | 0 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126799 | -85023 | -114274 | -947766 | -579271 | -708297 |
Profit Factor | 1.3203 | 1.1828 | 1.4653 | 1.0574 | 0.9584 | 1.1569 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 160 | 70 | 90 | 160 | 70 | 90 |
Losing Trades | 191 | 106 | 85 | 191 | 106 | 85 |
Profitability (%) | 45.584 | 39.7727 | 51.4286 | 45.584 | 39.7727 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.5762 | 1.7912 | 1.3839 | 1.2623 | 1.4513 | 1.0927 |
Largest Winning Trade | 96567 | 96567 | 46285 | 302418 | 302418 | 182974 |
Largest Losing Trade | -36131 | -27043 | -36131 | -232506 | -103803 | -232506 |
Avg Bars in Trades | 53 | 49 | 58 | 53 | 49 | 58 |
Avg Bars in Winners | 75 | 68 | 80 | 75 | 68 | 80 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 18866 | 8648 | 10218 | 18866 | 8648 | 10218 |
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 | 323587 | -139762 | -10301 | -236508 | -582722 | -106691 |
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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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