Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504657.7997 | 403285.1716 | 101372.6281 | 307280.8904 | 478527.589 | -171246.6986 |
Total P&L (%) | 504.6578 | 403.2852 | 101.3726 | 307.2809 | 478.5276 | -171.2467 |
Avg Daily Profit (%) | 0.271 | 0.2166 | 0.0544 | 0.0754 | 0.0943 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116394 | -89194 | -138407 | -528884 | -369462 | -476702 |
Profit Factor | 1.315 | 1.4848 | 1.1316 | 1.0657 | 1.2053 | 0.9269 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 185 | 84 | 101 | 185 | 84 | 101 |
Losing Trades | 255 | 136 | 119 | 255 | 136 | 119 |
Profitability (%) | 42.0455 | 38.1818 | 45.9091 | 42.0455 | 38.1818 | 45.9091 |
Ratio Avg Win / Avg Loss | 1.8126 | 2.404 | 1.3333 | 1.469 | 1.9514 | 1.0921 |
Largest Winning Trade | 114102 | 114102 | 56709 | 319854 | 319854 | 204564 |
Largest Losing Trade | -35511 | -24299 | -35511 | -121808 | -87190 | -121808 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 7390 | 3940 | 3450 | 7390 | 3940 | 3450 |
Profit Streak | 0 | 12.9577 | 0 | 0 | 12.9577 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338956 | 251071 | -196693 | -240933 | -69549 | -579828 |
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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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