Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514871.6221 | 435832.0326 | 79039.5895 | 242034.6709 | 446744.3813 | -204709.7104 |
Total P&L (%) | 514.8716 | 435.832 | 79.0396 | 242.0347 | 446.7444 | -204.7097 |
Avg Daily Profit (%) | 0.2777 | 0.2351 | 0.0426 | 0.0664 | 0.0917 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151432 | -116776 | -136240 | -350759 | -231847 | -284095 |
Profit Factor | 1.3945 | 1.6819 | 1.1187 | 1.1066 | 1.418 | 0.8297 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 146 | 67 | 79 | 146 | 67 | 79 |
Losing Trades | 203 | 108 | 95 | 203 | 108 | 95 |
Profitability (%) | 41.8338 | 38.2857 | 45.4023 | 41.8338 | 38.2857 | 45.4023 |
Ratio Avg Win / Avg Loss | 1.9389 | 2.711 | 1.3452 | 1.5386 | 2.2857 | 0.9978 |
Largest Winning Trade | 150749 | 150749 | 65773 | 271209 | 271209 | 126401 |
Largest Losing Trade | -45278 | -19453 | -45278 | -92040 | -92040 | -78140 |
Avg Bars in Trades | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Winners | 103 | 106 | 100 | 103 | 106 | 100 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 21957 | 10377 | 11580 | 21957 | 10377 | 11580 |
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 | 328437 | 248857 | -227385 | -207876 | -72851 | -582210 |
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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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