Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274635.1665 | 88249.52 | 186385.6466 | 57625.0121 | 110358.3809 | -52733.3689 |
Total P&L (%) | 274.6352 | 88.2495 | 186.3856 | 57.625 | 110.3584 | -52.7334 |
Avg Daily Profit (%) | 0.1712 | 0.055 | 0.1162 | 0.0284 | 0.0464 | -0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199546 | -133099 | -90299 | -1586966 | -869331 | -998517 |
Profit Factor | 1.212 | 1.1285 | 1.3062 | 1.0096 | 1.0367 | 0.9824 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 181 | 81 | 100 | 181 | 81 | 100 |
Losing Trades | 170 | 94 | 76 | 170 | 94 | 76 |
Profitability (%) | 51.567 | 46.2857 | 56.8182 | 51.567 | 46.2857 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.1383 | 1.3096 | 0.9927 | 0.9482 | 1.203 | 0.7466 |
Largest Winning Trade | 73975 | 73975 | 33830 | 262496 | 262496 | 184028 |
Largest Losing Trade | -36733 | -32682 | -36733 | -374166 | -291511 | -374166 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 6331 | 3156 | 3176 | 6331 | 3156 | 3176 |
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 | 332536 | -199425 | -37888 | -365117 | -311992 | -579250 |
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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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