Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223030.8377 | 219983.1817 | 3047.656 | -36015.8351 | 85265.2287 | -121281.0638 |
Total P&L (%) | 223.0308 | 219.9832 | 3.0477 | -36.0158 | 85.2652 | -121.2811 |
Avg Daily Profit (%) | 0.2141 | 0.2112 | 0.0029 | -0.0429 | 0.0592 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140173 | -107177 | -92365 | -376257 | -252941 | -243701 |
Profit Factor | 1.2309 | 1.4436 | 1.0065 | 0.9801 | 1.0858 | 0.8515 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 177 | 85 | 92 | 177 | 85 | 92 |
Losing Trades | 200 | 103 | 97 | 200 | 103 | 97 |
Profitability (%) | 46.9496 | 45.2128 | 48.6772 | 46.9496 | 45.2128 | 48.6772 |
Ratio Avg Win / Avg Loss | 1.3909 | 1.7492 | 1.0612 | 1.1075 | 1.3157 | 0.8977 |
Largest Winning Trade | 198054 | 198054 | 26083 | 284734 | 284734 | 31070 |
Largest Losing Trade | -45176 | -28108 | -45176 | -74265 | -74265 | -50262 |
Avg Bars in Trades | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Winners | 78 | 73 | 82 | 78 | 73 | 82 |
Avg Bars in Losers | 53 | 56 | 50 | 53 | 56 | 50 |
Bars Traded | 24590 | 12027 | 12564 | 24590 | 12027 | 12564 |
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 | 294767 | 300819 | -568155 | -578326 | -241483 | -580858 |
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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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