Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407174.1796 | 363394.351 | 43779.8286 | -50294.3465 | 500615.2526 | -550909.5991 |
Total P&L (%) | 407.1742 | 363.3944 | 43.7798 | -50.2943 | 500.6153 | -550.9096 |
Avg Daily Profit (%) | 0.2885 | 0.2575 | 0.031 | -0.0495 | 0.1271 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123205 | -80538 | -181367 | -706191 | -492905 | -817143 |
Profit Factor | 1.3046 | 1.7133 | 1.0529 | 0.9853 | 1.3942 | 0.744 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 204 | 106 | 98 | 204 | 106 | 98 |
Losing Trades | 167 | 80 | 87 | 167 | 80 | 87 |
Profitability (%) | 54.9865 | 56.9892 | 52.973 | 54.9865 | 56.9892 | 52.973 |
Ratio Avg Win / Avg Loss | 1.0679 | 1.2931 | 0.9347 | 0.8066 | 1.0522 | 0.6605 |
Largest Winning Trade | 45266 | 45266 | 40794 | 201807 | 201807 | 104399 |
Largest Losing Trade | -88587 | -56886 | -88587 | -465926 | -369983 | -465926 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 16784 | 8220 | 8564 | 16784 | 8220 | 8564 |
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 | 398705 | 416616 | -316531 | -578192 | -20927 | -579979 |
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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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