Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294221.5957 | 79502.4999 | 214719.0958 | 224878.5113 | -128766.5015 | 353645.0128 |
Total P&L (%) | 294.2216 | 79.5025 | 214.7191 | 224.8785 | -128.7665 | 353.645 |
Avg Daily Profit (%) | 0.1842 | 0.0498 | 0.1344 | 0.0738 | 0 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125274 | -90489 | -75513 | -1052929 | -703225 | -484266 |
Profit Factor | 1.236 | 1.1318 | 1.3337 | 1.0412 | 0.9514 | 1.1258 |
Total Trades | 529 | 265 | 264 | 529 | 265 | 264 |
Winning Trades | 231 | 110 | 121 | 231 | 110 | 121 |
Losing Trades | 298 | 155 | 143 | 298 | 155 | 143 |
Profitability (%) | 43.6673 | 41.5094 | 45.8333 | 43.6673 | 41.5094 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.5945 | 1.5948 | 1.5761 | 1.3432 | 1.3406 | 1.3305 |
Largest Winning Trade | 75034 | 75034 | 39032 | 286548 | 286548 | 211785 |
Largest Losing Trade | -32604 | -19835 | -32604 | -163643 | -106303 | -163643 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 49 | 38 | 60 | 49 | 38 | 60 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 18945 | 7625 | 11320 | 18945 | 7625 | 11320 |
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 | 309277 | -203095 | -12988 | -269347 | -581304 | -149453 |
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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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