Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427649.9343 | 425158.897 | 2491.0373 | -71058.2455 | -6099.5256 | -64958.7199 |
Total P&L (%) | 427.6499 | 425.1589 | 2.491 | -71.0582 | -6.0995 | -64.9587 |
Avg Daily Profit (%) | 0.1808 | 0.1797 | 0.0011 | -0.0524 | -0.0027 | -0.0443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132098 | -152213 | -217057 | -101252 | -85343 | -152787 |
Profit Factor | 1.3811 | 1.7135 | 1.0047 | 0.8728 | 0.9786 | 0.7627 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 45.6989 | 40.8602 | 50.5376 | 45.6989 | 40.8602 | 50.5376 |
Ratio Avg Win / Avg Loss | 1.641 | 2.48 | 0.9834 | 1.0371 | 1.4164 | 0.7465 |
Largest Winning Trade | 347921 | 347921 | 60032 | 46939 | 46939 | 28484 |
Largest Losing Trade | -75606 | -36540 | -75606 | -43816 | -27240 | -43816 |
Avg Bars in Trades | 37 | 40 | 33 | 37 | 40 | 33 |
Avg Bars in Winners | 48 | 50 | 47 | 48 | 50 | 47 |
Avg Bars in Losers | 27 | 33 | 20 | 27 | 33 | 20 |
Bars Traded | 6894 | 3740 | 3154 | 6894 | 3740 | 3154 |
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 | 304151 | 246060 | -574403 | -579809 | -582971 | -581014 |
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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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