Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440740.005 | 494482.0969 | -53742.0919 | -76395.271 | 400404.8534 | -476800.1245 |
Total P&L (%) | 440.74 | 494.4821 | -53.7421 | -76.3953 | 400.4049 | -476.8001 |
Avg Daily Profit (%) | 0.1845 | 0.207 | -0.0225 | -0.0604 | 0.0674 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231000 | -190108 | -192292 | -842407 | -601360 | -602642 |
Profit Factor | 1.259 | 1.612 | 0.9399 | 0.9766 | 1.2577 | 0.7204 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 156 | 73 | 83 | 156 | 73 | 83 |
Losing Trades | 162 | 86 | 76 | 162 | 86 | 76 |
Profitability (%) | 49.0566 | 45.912 | 52.2013 | 49.0566 | 45.912 | 52.2013 |
Ratio Avg Win / Avg Loss | 1.3074 | 1.8991 | 0.8606 | 1.0141 | 1.4817 | 0.6596 |
Largest Winning Trade | 178552 | 178552 | 62232 | 395331 | 395331 | 154989 |
Largest Losing Trade | -42596 | -42596 | -42300 | -233481 | -126246 | -233481 |
Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Winners | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
Bars Traded | 14127 | 6276 | 7851 | 14127 | 6276 | 7851 |
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 | 310238 | 339110 | -580215 | -577815 | -104404 | -580215 |
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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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