Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397080.1038 | 377132.5619 | 19947.5419 | 11328.8139 | 189601.0293 | -178272.2154 |
Total P&L (%) | 397.0801 | 377.1326 | 19.9475 | 11.3288 | 189.601 | -178.2722 |
Avg Daily Profit (%) | 0.2241 | 0.2129 | 0.0113 | 0.0061 | 0.06 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237119 | -201900 | -98045 | -491612 | -345729 | -334503 |
Profit Factor | 1.2416 | 1.3846 | 1.0301 | 1.0048 | 1.1392 | 0.8199 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 216 | 97 | 119 | 216 | 97 | 119 |
Losing Trades | 224 | 123 | 101 | 224 | 123 | 101 |
Profitability (%) | 49.0909 | 44.0909 | 54.0909 | 49.0909 | 44.0909 | 54.0909 |
Ratio Avg Win / Avg Loss | 1.2876 | 1.7557 | 0.8743 | 1.042 | 1.4446 | 0.6959 |
Largest Winning Trade | 133366 | 133366 | 28093 | 206934 | 206934 | 68513 |
Largest Losing Trade | -63376 | -63376 | -20995 | -124606 | -124606 | -84695 |
Avg Bars in Trades | 11 | 18 | 5 | 11 | 18 | 5 |
Avg Bars in Winners | 12 | 20 | 5 | 12 | 20 | 5 |
Avg Bars in Losers | 11 | 16 | 6 | 11 | 16 | 6 |
Bars Traded | 5274 | 3960 | 1314 | 5274 | 3960 | 1314 |
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 | 352012 | 288670 | -372412 | -522170 | -181547 | -579374 |
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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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