Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336475.7432 | 325667.2503 | 10808.4929 | 18924.7589 | -108731.2627 | 127656.0216 |
Total P&L (%) | 336.4757 | 325.6673 | 10.8085 | 18.9248 | -108.7313 | 127.656 |
Avg Daily Profit (%) | 0.1765 | 0.1709 | 0.0057 | 0.0091 | 0 | 0.0432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161487 | -181073 | -67859 | -1042721 | -1023009 | -160757 |
Profit Factor | 1.2971 | 1.4057 | 1.0328 | 1.0054 | 0.9592 | 1.1549 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 193 | 100 | 93 | 193 | 100 | 93 |
Losing Trades | 138 | 65 | 73 | 138 | 65 | 73 |
Profitability (%) | 58.3082 | 60.6061 | 56.0241 | 58.3082 | 60.6061 | 56.0241 |
Ratio Avg Win / Avg Loss | 0.9275 | 0.9137 | 0.8107 | 0.7189 | 0.6235 | 0.9065 |
Largest Winning Trade | 63441 | 63441 | 16250 | 204177 | 204177 | 121460 |
Largest Losing Trade | -61115 | -61115 | -35896 | -600891 | -600891 | -160757 |
Avg Bars in Trades | 68 | 128 | 8 | 68 | 128 | 8 |
Avg Bars in Winners | 40 | 69 | 8 | 40 | 69 | 8 |
Avg Bars in Losers | 106 | 217 | 8 | 106 | 217 | 8 |
Bars Traded | 22576 | 21137 | 1439 | 22576 | 21137 | 1439 |
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 | 310606 | 292283 | -510630 | -401709 | -579094 | -185731 |
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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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