Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372159.3977 | 321481.5115 | 50677.8862 | 25743.5043 | 169797.4267 | -144053.9224 |
Total P&L (%) | 372.1594 | 321.4815 | 50.6779 | 25.7435 | 169.7974 | -144.0539 |
Avg Daily Profit (%) | 0.23 | 0.1987 | 0.0313 | 0.0142 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180084 | -158857 | -198665 | -352703 | -274343 | -434572 |
Profit Factor | 1.244 | 1.4337 | 1.0646 | 1.0101 | 1.1386 | 0.8908 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 221 | 101 | 120 | 221 | 101 | 120 |
Losing Trades | 192 | 106 | 86 | 192 | 106 | 86 |
Profitability (%) | 53.5109 | 48.7923 | 58.2524 | 53.5109 | 48.7923 | 58.2524 |
Ratio Avg Win / Avg Loss | 1.0807 | 1.5047 | 0.763 | 0.8776 | 1.195 | 0.6384 |
Largest Winning Trade | 83034 | 83034 | 38317 | 178595 | 178595 | 61563 |
Largest Losing Trade | -43782 | -33982 | -43782 | -102720 | -102720 | -95328 |
Avg Bars in Trades | 46 | 38 | 53 | 46 | 38 | 53 |
Avg Bars in Winners | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Losers | 50 | 39 | 63 | 50 | 39 | 63 |
Bars Traded | 19023 | 8008 | 11015 | 19023 | 8008 | 11015 |
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 | 368386 | 348486 | -301838 | -385867 | -178960 | -579185 |
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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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