Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306442.5623 | 335490.4279 | -29047.8656 | -37714.7354 | -52683.947 | 14969.2116 |
Total P&L (%) | 306.4426 | 335.4904 | -29.0479 | -37.7147 | -52.6839 | 14.9692 |
Avg Daily Profit (%) | 0.1471 | 0.161 | -0.0139 | -0.0227 | -0.0359 | 0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171016 | -134126 | -127562 | -478396 | -426015 | -290615 |
Profit Factor | 1.2154 | 1.4563 | 0.9578 | 0.9841 | 0.9595 | 1.014 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 180 | 94 | 86 | 180 | 94 | 86 |
Losing Trades | 185 | 88 | 97 | 185 | 88 | 97 |
Profitability (%) | 49.3151 | 51.6484 | 46.9945 | 49.3151 | 51.6484 | 46.9945 |
Ratio Avg Win / Avg Loss | 1.2491 | 1.3634 | 1.0803 | 1.0114 | 0.8983 | 1.1437 |
Largest Winning Trade | 199549 | 199549 | 31435 | 100138 | 100138 | 80457 |
Largest Losing Trade | -43379 | -43379 | -36927 | -163874 | -163874 | -81212 |
Avg Bars in Trades | 66 | 78 | 54 | 66 | 78 | 54 |
Avg Bars in Winners | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Losers | 56 | 78 | 36 | 56 | 78 | 36 |
Bars Traded | 24274 | 14220 | 10054 | 24274 | 14220 | 10054 |
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 | 162948 | 321782 | -579877 | -577469 | -580166 | -400963 |
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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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