Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360182.3767 | 186729.717 | 173452.6597 | 230273.7721 | -947.8541 | 231221.6261 |
Total P&L (%) | 360.1824 | 186.7297 | 173.4527 | 230.2738 | -0.9479 | 231.2216 |
Avg Daily Profit (%) | 0.1978 | 0.1025 | 0.0952 | 0.0656 | -0.0005 | 0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106934 | -106736 | -103216 | -692100 | -521836 | -411751 |
Profit Factor | 1.2169 | 1.2246 | 1.2093 | 1.0465 | 0.9996 | 1.0966 |
Total Trades | 569 | 285 | 284 | 569 | 285 | 284 |
Winning Trades | 238 | 109 | 129 | 238 | 109 | 129 |
Losing Trades | 331 | 176 | 155 | 331 | 176 | 155 |
Profitability (%) | 41.8278 | 38.2456 | 45.4225 | 41.8278 | 38.2456 | 45.4225 |
Ratio Avg Win / Avg Loss | 1.6925 | 1.9773 | 1.453 | 1.4554 | 1.6141 | 1.3176 |
Largest Winning Trade | 50964 | 50964 | 32708 | 183795 | 152092 | 183795 |
Largest Losing Trade | -31052 | -31052 | -24559 | -109691 | -108557 | -109691 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7243 | 3291 | 3952 | 7243 | 3291 | 3952 |
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 | 301031 | -58726 | -66865 | -274651 | -581358 | -219974 |
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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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