Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209170.5898 | 174929.4779 | 34241.1119 | 84228.0258 | 75496.0843 | 8731.9415 |
Total P&L (%) | 209.1706 | 174.9295 | 34.2411 | 84.228 | 75.4961 | 8.7319 |
Avg Daily Profit (%) | 0.2008 | 0.1679 | 0.0329 | 0.0587 | 0.054 | 0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101879 | -77530 | -49892 | -241854 | -202682 | -99444 |
Profit Factor | 1.2474 | 1.4403 | 1.0764 | 1.0595 | 1.1139 | 1.0116 |
Total Trades | 612 | 306 | 306 | 612 | 306 | 306 |
Winning Trades | 262 | 123 | 139 | 262 | 123 | 139 |
Losing Trades | 350 | 183 | 167 | 350 | 183 | 167 |
Profitability (%) | 42.8105 | 40.1961 | 45.4248 | 42.8105 | 40.1961 | 45.4248 |
Ratio Avg Win / Avg Loss | 1.6664 | 2.1428 | 1.2932 | 1.4154 | 1.6573 | 1.2154 |
Largest Winning Trade | 143324 | 143324 | 24757 | 148820 | 148820 | 68829 |
Largest Losing Trade | -18345 | -11028 | -18345 | -57184 | -39555 | -57184 |
Avg Bars in Trades | 40 | 36 | 45 | 40 | 36 | 45 |
Avg Bars in Winners | 58 | 58 | 59 | 58 | 58 | 59 |
Avg Bars in Losers | 26 | 21 | 33 | 26 | 21 | 33 |
Bars Traded | 24860 | 11029 | 13831 | 24860 | 11029 | 13831 |
Profit Streak | 0 | 9.606 | 0 | 0 | 9.606 | 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 | 320502 | 262671 | -288933 | -269254 | -216971 | -556375 |
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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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