Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289369.6317 | 255658.1792 | 33711.4525 | 14843.1109 | 144215.0574 | -129371.9465 |
Total P&L (%) | 289.3696 | 255.6582 | 33.7115 | 14.8431 | 144.2151 | -129.3719 |
Avg Daily Profit (%) | 0.1532 | 0.1354 | 0.0179 | 0.0073 | 0.0473 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129037 | -85552 | -73842 | -481403 | -307278 | -281358 |
Profit Factor | 1.228 | 1.4041 | 1.053 | 1.0041 | 1.0809 | 0.9283 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 206 | 96 | 110 | 206 | 96 | 110 |
Losing Trades | 213 | 114 | 99 | 213 | 114 | 99 |
Profitability (%) | 49.1647 | 45.7143 | 52.6316 | 49.1647 | 45.7143 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.2697 | 1.6674 | 0.9477 | 1.0383 | 1.2835 | 0.8354 |
Largest Winning Trade | 140590 | 140590 | 54520 | 164321 | 164321 | 146021 |
Largest Losing Trade | -40111 | -26482 | -40111 | -163398 | -151148 | -163398 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Losers | 45 | 39 | 52 | 45 | 39 | 52 |
Bars Traded | 22532 | 10236 | 12296 | 22532 | 10236 | 12296 |
Profit Streak | 0 | 0 | 49.1663 | 0 | 0 | 49.1663 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314296 | -11588 | -333424 | -412247 | -262456 | -578481 |
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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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