Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371087.3502 | 408258.9609 | -37171.6107 | -97817.9019 | 267318.4018 | -365136.3038 |
Total P&L (%) | 371.0874 | 408.259 | -37.1716 | -97.8179 | 267.3184 | -365.1363 |
Avg Daily Profit (%) | 0.2504 | 0.2755 | -0.0251 | -0.2578 | 0.0878 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -336642 | -267925 | -112459 | -656621 | -281434 | -506462 |
Profit Factor | 1.3498 | 1.6091 | 0.9048 | 0.8957 | 1.8312 | 0.4073 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 110 | 42 | 68 | 110 | 42 | 68 |
Losing Trades | 143 | 84 | 59 | 143 | 84 | 59 |
Profitability (%) | 43.4783 | 33.3333 | 53.5433 | 43.4783 | 33.3333 | 53.5433 |
Ratio Avg Win / Avg Loss | 1.7547 | 3.2182 | 0.7851 | 1.1644 | 3.6624 | 0.3534 |
Largest Winning Trade | 498407 | 498407 | 40859 | 548038 | 548038 | 167634 |
Largest Losing Trade | -93569 | -34482 | -93569 | -483973 | -143401 | -483973 |
Avg Bars in Trades | 33 | 52 | 14 | 33 | 52 | 14 |
Avg Bars in Winners | 36 | 69 | 16 | 36 | 69 | 16 |
Avg Bars in Losers | 31 | 44 | 13 | 31 | 44 | 13 |
Bars Traded | 8520 | 6628 | 1892 | 8520 | 6628 | 1892 |
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 | 300198 | 166001 | -580258 | -580323 | -78914 | -580258 |
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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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