Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463069.8742 | 378068.9366 | 85000.9376 | 138576.0181 | 301539.6802 | -162963.6621 |
Total P&L (%) | 463.0699 | 378.0689 | 85.0009 | 138.576 | 301.5397 | -162.9637 |
Avg Daily Profit (%) | 0.2013 | 0.1644 | 0.037 | 0.0378 | 0.0605 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93486 | -121154 | -139700 | -374182 | -174523 | -303989 |
Profit Factor | 1.4156 | 1.6541 | 1.1585 | 1.0679 | 1.3043 | 0.8446 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 173 | 88 | 85 | 173 | 88 | 85 |
Losing Trades | 240 | 119 | 121 | 240 | 119 | 121 |
Profitability (%) | 41.8886 | 42.5121 | 41.2621 | 41.8886 | 42.5121 | 41.2621 |
Ratio Avg Win / Avg Loss | 1.9639 | 2.2368 | 1.6492 | 1.4815 | 1.7638 | 1.2023 |
Largest Winning Trade | 185361 | 185361 | 62267 | 382189 | 382189 | 75089 |
Largest Losing Trade | -26842 | -16568 | -26842 | -164482 | -58112 | -164482 |
Avg Bars in Trades | 32 | 28 | 37 | 32 | 28 | 37 |
Avg Bars in Winners | 50 | 40 | 61 | 50 | 40 | 61 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 13544 | 5808 | 7736 | 13544 | 5808 | 7736 |
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 | 307370 | 300349 | -191457 | -289185 | -113091 | -581986 |
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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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