Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293641.2524 | 178099.8456 | 115541.4068 | 223650.3714 | 543477.3974 | -319827.0259 |
Total P&L (%) | 293.6413 | 178.0998 | 115.5414 | 223.6504 | 543.4774 | -319.827 |
Avg Daily Profit (%) | 0.175 | 0.1061 | 0.0689 | 0.07 | 0.111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149562 | -55486 | -94075 | -1373199 | -460985 | -912213 |
Profit Factor | 1.2707 | 1.4152 | 1.1762 | 1.0405 | 1.2649 | 0.9079 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 177 | 83 | 94 | 177 | 83 | 94 |
Losing Trades | 212 | 112 | 100 | 212 | 112 | 100 |
Profitability (%) | 45.5013 | 42.5641 | 48.4536 | 45.5013 | 42.5641 | 48.4536 |
Ratio Avg Win / Avg Loss | 1.522 | 1.9096 | 1.2513 | 1.2462 | 1.7069 | 0.9659 |
Largest Winning Trade | 54242 | 34234 | 54242 | 298356 | 298356 | 277787 |
Largest Losing Trade | -25976 | -13861 | -25976 | -379780 | -156366 | -379780 |
Avg Bars in Trades | 51 | 22 | 80 | 51 | 22 | 80 |
Avg Bars in Winners | 76 | 23 | 122 | 76 | 23 | 122 |
Avg Bars in Losers | 30 | 20 | 40 | 30 | 20 | 40 |
Bars Traded | 19879 | 4335 | 15544 | 19879 | 4335 | 15544 |
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 | 313456 | -51545 | -127872 | -275169 | -45550 | -580919 |
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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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