Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289139.709 | 206311.1638 | 82828.5452 | 384686.4854 | 544541.2201 | -159854.7347 |
Total P&L (%) | 289.1397 | 206.3112 | 82.8285 | 384.6865 | 544.5412 | -159.8547 |
Avg Daily Profit (%) | 0.2776 | 0.1981 | 0.0795 | 0.1516 | 0.179 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103168 | -83708 | -79325 | -853035 | -245235 | -679619 |
Profit Factor | 1.3454 | 1.5543 | 1.1782 | 1.1597 | 1.5478 | 0.8871 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 175 | 83 | 92 | 175 | 83 | 92 |
Losing Trades | 184 | 96 | 88 | 184 | 96 | 88 |
Profitability (%) | 48.7465 | 46.3687 | 51.1111 | 48.7465 | 46.3687 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.4146 | 1.7978 | 1.127 | 1.2193 | 1.7902 | 0.8485 |
Largest Winning Trade | 53926 | 53926 | 36602 | 229417 | 229417 | 218807 |
Largest Losing Trade | -28226 | -13266 | -28226 | -228619 | -126422 | -228619 |
Avg Bars in Trades | 69 | 58 | 79 | 69 | 58 | 79 |
Avg Bars in Winners | 82 | 69 | 95 | 82 | 69 | 95 |
Avg Bars in Losers | 55 | 48 | 63 | 55 | 48 | 63 |
Bars Traded | 24772 | 10448 | 14324 | 24772 | 10448 | 14324 |
Profit Streak | 0 | 39.6902 | 0 | 0 | 39.6902 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361263 | 389943 | -110771 | -36314 | 397656 | -580246 |
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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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