Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370989.1945 | 397608.0388 | -26618.8443 | -72935.1999 | 624187.54 | -697122.74 |
Total P&L (%) | 370.9892 | 397.608 | -26.6188 | -72.9352 | 624.1875 | -697.1227 |
Avg Daily Profit (%) | 0.1599 | 0.1713 | -0.0115 | -0.0563 | 0.0854 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179757 | -179049 | -178401 | -1050888 | -574377 | -983414 |
Profit Factor | 1.1847 | 1.3932 | 0.9733 | 0.9858 | 1.2392 | 0.7234 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 216 | 107 | 109 | 216 | 107 | 109 |
Losing Trades | 200 | 101 | 99 | 200 | 101 | 99 |
Profitability (%) | 51.9231 | 51.4423 | 52.4038 | 51.9231 | 51.4423 | 52.4038 |
Ratio Avg Win / Avg Loss | 1.0969 | 1.3151 | 0.884 | 0.9128 | 1.1697 | 0.657 |
Largest Winning Trade | 181087 | 181087 | 44024 | 408500 | 408500 | 128096 |
Largest Losing Trade | -48885 | -36169 | -48885 | -306160 | -306160 | -239927 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 6890 | 3226 | 3664 | 6890 | 3226 | 3664 |
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 | -7410 | 324985 | -579655 | -578076 | -77878 | -579655 |
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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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