Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417012.6785 | 502412.6325 | -85399.954 | -89338.3272 | -803713.6477 | 714375.3205 |
Total P&L (%) | 417.0127 | 502.4126 | -85.4 | -89.3383 | -803.7136 | 714.3753 |
Avg Daily Profit (%) | 0.2247 | 0.2707 | -0.046 | -0.1205 | 0 | 0.1131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -377727 | -268081 | -161733 | -2808262 | -2654000 | -677998 |
Profit Factor | 1.3139 | 1.5947 | 0.8235 | 0.9893 | 0.8575 | 1.2658 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 156 | 68 | 88 | 156 | 68 | 88 |
Losing Trades | 197 | 108 | 89 | 197 | 108 | 89 |
Profitability (%) | 44.1926 | 38.6364 | 49.7175 | 44.1926 | 38.6364 | 49.7175 |
Ratio Avg Win / Avg Loss | 1.6592 | 2.5328 | 0.8329 | 1.2493 | 1.3618 | 1.2801 |
Largest Winning Trade | 584431 | 584431 | 40903 | 963556 | 963556 | 408973 |
Largest Losing Trade | -27874 | -27874 | -22395 | -516015 | -516015 | -257495 |
Avg Bars in Trades | 30 | 48 | 12 | 30 | 48 | 12 |
Avg Bars in Winners | 38 | 73 | 12 | 38 | 73 | 12 |
Avg Bars in Losers | 24 | 33 | 13 | 24 | 33 | 13 |
Bars Traded | 10902 | 8606 | 2296 | 10902 | 8606 | 2296 |
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 | 313152 | 273059 | -580238 | -579524 | -583164 | -41239 |
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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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