Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409679.617 | 370131.8873 | 39547.7297 | 164647.7152 | 564159.7799 | -399512.0647 |
Total P&L (%) | 409.6796 | 370.1319 | 39.5477 | 164.6477 | 564.1598 | -399.5121 |
Avg Daily Profit (%) | 0.1718 | 0.1552 | 0.0166 | 0.0408 | 0.0794 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146576 | -98977 | -94683 | -538454 | -318590 | -453466 |
Profit Factor | 1.3111 | 1.6219 | 1.0548 | 1.0507 | 1.4212 | 0.7906 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Losing Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Profitability (%) | 43.6823 | 46.3768 | 41.0072 | 43.6823 | 46.3768 | 41.0072 |
Ratio Avg Win / Avg Loss | 1.6903 | 1.8753 | 1.5174 | 1.3546 | 1.6432 | 1.1374 |
Largest Winning Trade | 77259 | 77259 | 48302 | 193192 | 166677 | 193192 |
Largest Losing Trade | -33661 | -33019 | -33661 | -195859 | -195859 | -100253 |
Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Winners | 72 | 70 | 74 | 72 | 70 | 74 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 14112 | 7446 | 6666 | 14112 | 7446 | 6666 |
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 | 274849 | 313613 | -335793 | -304139 | -86139 | -582794 |
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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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