Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390910.4322 | 342992.1418 | 47918.2904 | 72936.968 | 274349.4006 | -201412.4326 |
Total P&L (%) | 390.9104 | 342.9921 | 47.9183 | 72.937 | 274.3494 | -201.4124 |
Avg Daily Profit (%) | 0.1876 | 0.1646 | 0.023 | 0.0263 | 0.0634 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140767 | -136397 | -130131 | -368747 | -166047 | -269619 |
Profit Factor | 1.2197 | 1.3772 | 1.0551 | 1.0293 | 1.2342 | 0.8472 |
Total Trades | 565 | 282 | 283 | 565 | 282 | 283 |
Winning Trades | 313 | 152 | 161 | 313 | 152 | 161 |
Losing Trades | 252 | 130 | 122 | 252 | 130 | 122 |
Profitability (%) | 55.3982 | 53.9007 | 56.8905 | 55.3982 | 53.9007 | 56.8905 |
Ratio Avg Win / Avg Loss | 0.982 | 1.1779 | 0.7995 | 0.8287 | 1.0556 | 0.642 |
Largest Winning Trade | 117239 | 117239 | 32471 | 122600 | 122600 | 65240 |
Largest Losing Trade | -43471 | -43471 | -38278 | -117849 | -95344 | -117849 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 35 | 29 | 41 | 35 | 29 | 41 |
Avg Bars in Losers | 53 | 47 | 60 | 53 | 47 | 60 |
Bars Traded | 24634 | 10650 | 13984 | 24634 | 10650 | 13984 |
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 | 327367 | 334795 | -323472 | -344058 | -107191 | -578960 |
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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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