Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454564.5554 | 377382.4455 | 77182.1099 | 181357.5694 | 511250.6809 | -329893.1115 |
Total P&L (%) | 454.5646 | 377.3824 | 77.1821 | 181.3576 | 511.2507 | -329.8931 |
Avg Daily Profit (%) | 0.2182 | 0.1811 | 0.037 | 0.0497 | 0.0869 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127064 | -139326 | -121454 | -729145 | -583306 | -551286 |
Profit Factor | 1.3828 | 1.6338 | 1.1304 | 1.0474 | 1.2574 | 0.8205 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 158 | 71 | 87 | 158 | 71 | 87 |
Losing Trades | 197 | 106 | 91 | 197 | 106 | 91 |
Profitability (%) | 44.507 | 40.113 | 48.8764 | 44.507 | 40.113 | 48.8764 |
Ratio Avg Win / Avg Loss | 1.7242 | 2.4392 | 1.1824 | 1.306 | 1.8772 | 0.8583 |
Largest Winning Trade | 165525 | 165525 | 52663 | 539248 | 539248 | 122272 |
Largest Losing Trade | -40020 | -37336 | -40020 | -312813 | -312813 | -210109 |
Avg Bars in Trades | 69 | 55 | 83 | 69 | 55 | 83 |
Avg Bars in Winners | 99 | 81 | 115 | 99 | 81 | 115 |
Avg Bars in Losers | 44 | 38 | 52 | 44 | 38 | 52 |
Bars Traded | 24613 | 9800 | 14813 | 24613 | 9800 | 14813 |
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 | 331117 | 254878 | -220561 | -295229 | -79016 | -580838 |
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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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