Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484985.2071 | 462802.1649 | 22183.0422 | -60349.8974 | 111080.9808 | -171430.8782 |
Total P&L (%) | 484.9852 | 462.8022 | 22.183 | -60.3499 | 111.081 | -171.4309 |
Avg Daily Profit (%) | 0.1937 | 0.1849 | 0.0089 | -0.0369 | 0.0298 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132019 | -70057 | -196579 | -115132 | -46111 | -186410 |
Profit Factor | 1.3876 | 1.8089 | 1.0327 | 0.9168 | 1.3843 | 0.6073 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Losing Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Profitability (%) | 52.8169 | 52.8169 | 52.8169 | 52.8169 | 52.8169 | 52.8169 |
Ratio Avg Win / Avg Loss | 1.2396 | 1.6159 | 0.9225 | 0.819 | 1.2366 | 0.5425 |
Largest Winning Trade | 95192 | 95192 | 56887 | 31758 | 31758 | 26515 |
Largest Losing Trade | -94817 | -46289 | -94817 | -81602 | -33109 | -81602 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 40 | 41 | 40 | 40 | 41 | 40 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 9677 | 4795 | 4882 | 9677 | 4795 | 4882 |
Profit Streak | 0 | 0 | 37.7154 | 0 | 0 | 37.7154 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361353 | 399977 | -371949 | -578927 | -152221 | -580045 |
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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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