Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585456.6817 | 552475.6914 | 32980.9903 | -11420.8615 | 207971.513 | -219392.3745 |
Total P&L (%) | 585.4567 | 552.4757 | 32.981 | -11.4209 | 207.9715 | -219.3924 |
Avg Daily Profit (%) | 0.2464 | 0.2325 | 0.0139 | -0.0051 | 0.0474 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258394 | -142909 | -239482 | -276238 | -122465 | -317711 |
Profit Factor | 1.3212 | 1.6047 | 1.0363 | 0.9927 | 1.2875 | 0.7364 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 149 | 66 | 83 | 149 | 66 | 83 |
Losing Trades | 202 | 110 | 92 | 202 | 110 | 92 |
Profitability (%) | 42.4501 | 37.5 | 47.4286 | 42.4501 | 37.5 | 47.4286 |
Ratio Avg Win / Avg Loss | 1.7911 | 2.6744 | 1.1486 | 1.3458 | 2.1459 | 0.8163 |
Largest Winning Trade | 232652 | 232652 | 57066 | 142472 | 142472 | 38514 |
Largest Losing Trade | -59724 | -32922 | -59724 | -74461 | -40300 | -74461 |
Avg Bars in Trades | 13 | 17 | 9 | 13 | 17 | 9 |
Avg Bars in Winners | 19 | 29 | 11 | 19 | 29 | 11 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 4688 | 3088 | 1600 | 4688 | 3088 | 1600 |
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 | 321680 | 256893 | -358131 | -579934 | -132767 | -581139 |
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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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