Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290273.7607 | 239549.41 | 50724.3506 | 175619.5135 | 185547.059 | -9927.5455 |
Total P&L (%) | 290.2738 | 239.5494 | 50.7244 | 175.6195 | 185.5471 | -9.9275 |
Avg Daily Profit (%) | 0.2787 | 0.23 | 0.0487 | 0.0974 | 0.1008 | -0.01 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67438 | -73886 | -37640 | -278735 | -253900 | -153286 |
Profit Factor | 1.3633 | 1.5584 | 1.1371 | 1.0947 | 1.1827 | 0.9882 |
Total Trades | 581 | 291 | 290 | 581 | 291 | 290 |
Winning Trades | 260 | 121 | 139 | 260 | 121 | 139 |
Losing Trades | 321 | 170 | 151 | 321 | 170 | 151 |
Profitability (%) | 44.7504 | 41.5808 | 47.931 | 44.7504 | 41.5808 | 47.931 |
Ratio Avg Win / Avg Loss | 1.6831 | 2.1894 | 1.2352 | 1.3516 | 1.6617 | 1.0735 |
Largest Winning Trade | 246740 | 246740 | 19995 | 327213 | 327213 | 62982 |
Largest Losing Trade | -17909 | -17909 | -12863 | -61379 | -61379 | -49247 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 63 | 54 | 70 | 63 | 54 | 70 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 24584 | 10536 | 14048 | 24584 | 10536 | 14048 |
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 | 391288 | 300364 | -198752 | -178295 | -79133 | -578954 |
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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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