Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526014.5517 | 569645.1469 | -43630.5952 | -60345.5866 | 193338.2183 | -253683.8049 |
Total P&L (%) | 526.0146 | 569.6451 | -43.6306 | -60.3456 | 193.3382 | -253.6838 |
Avg Daily Profit (%) | 0.2525 | 0.2734 | -0.0209 | -0.0444 | 0.0517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155865 | -160591 | -154443 | -668247 | -516400 | -436102 |
Profit Factor | 1.4206 | 1.8111 | 0.9204 | 0.9764 | 1.1374 | 0.7799 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 154 | 75 | 79 | 154 | 75 | 79 |
Losing Trades | 203 | 104 | 99 | 203 | 104 | 99 |
Profitability (%) | 43.1373 | 41.8994 | 44.382 | 43.1373 | 41.8994 | 44.382 |
Ratio Avg Win / Avg Loss | 1.8726 | 2.5113 | 1.1534 | 1.2871 | 1.5772 | 0.9774 |
Largest Winning Trade | 440449 | 440449 | 55096 | 567654 | 567654 | 108461 |
Largest Losing Trade | -34032 | -34032 | -30587 | -215350 | -126276 | -215350 |
Avg Bars in Trades | 67 | 63 | 70 | 67 | 63 | 70 |
Avg Bars in Winners | 103 | 96 | 110 | 103 | 96 | 110 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 24030 | 11451 | 12579 | 24030 | 11451 | 12579 |
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 | 346175 | 335974 | -580919 | -579913 | -194980 | -582586 |
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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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