Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457787.8299 | 493104.4066 | -35316.5766 | -68641.2781 | 175227.2147 | -243868.4928 |
Total P&L (%) | 457.7878 | 493.1044 | -35.3166 | -68.6413 | 175.2272 | -243.8685 |
Avg Daily Profit (%) | 0.189 | 0.2036 | -0.0146 | -0.0479 | 0.0418 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159666 | -113744 | -158727 | -450599 | -345931 | -354221 |
Profit Factor | 1.3473 | 1.6768 | 0.9401 | 0.9604 | 1.1877 | 0.6952 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 131 | 60 | 71 | 131 | 60 | 71 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 45.9649 | 42.2535 | 49.6504 | 45.9649 | 42.2535 | 49.6504 |
Ratio Avg Win / Avg Loss | 1.5839 | 2.2917 | 0.9533 | 1.129 | 1.6231 | 0.705 |
Largest Winning Trade | 314096 | 314096 | 61805 | 214202 | 214202 | 74616 |
Largest Losing Trade | -44767 | -35032 | -44767 | -164736 | -164736 | -136765 |
Avg Bars in Trades | 24 | 22 | 27 | 24 | 22 | 27 |
Avg Bars in Winners | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 7093 | 3151 | 3942 | 7093 | 3151 | 3942 |
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 | 331593 | 284971 | -580811 | -578912 | -152947 | -580811 |
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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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