Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572452.2065 | 527516.0605 | 44936.146 | -63561.8524 | 233680.0183 | -297241.8707 |
Total P&L (%) | 572.4522 | 527.5161 | 44.9361 | -63.5619 | 233.68 | -297.2419 |
Avg Daily Profit (%) | 0.3888 | 0.3582 | 0.0305 | -0.0685 | 0.0819 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265230 | -164379 | -165862 | -1114775 | -527815 | -894017 |
Profit Factor | 1.4517 | 1.812 | 1.0728 | 0.9877 | 1.0968 | 0.892 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 112 | 47 | 65 | 112 | 47 | 65 |
Losing Trades | 179 | 99 | 80 | 179 | 99 | 80 |
Profitability (%) | 38.488 | 32.1918 | 44.8276 | 38.488 | 32.1918 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.3202 | 3.8168 | 1.3203 | 1.5785 | 2.3103 | 1.0978 |
Largest Winning Trade | 592198 | 592198 | 36706 | 706650 | 706650 | 138090 |
Largest Losing Trade | -56573 | -33445 | -56573 | -272219 | -88775 | -272219 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 45 | 45 | 44 | 45 | 45 | 44 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 8752 | 3946 | 4806 | 8752 | 3946 | 4806 |
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 | 317464 | 216451 | -296572 | -580955 | -203396 | -581292 |
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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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