Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512547.9226 | 491792.4506 | 20755.472 | 23789.8136 | 142793.8862 | -119004.0726 |
Total P&L (%) | 512.5479 | 491.7925 | 20.7555 | 23.7898 | 142.7939 | -119.0041 |
Avg Daily Profit (%) | 0.2051 | 0.1968 | 0.0083 | 0.0085 | 0.0355 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197199 | -179117 | -69723 | -452619 | -330573 | -200282 |
Profit Factor | 1.5114 | 1.6664 | 1.0786 | 1.0174 | 1.1532 | 0.7261 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 43.038 | 41.5254 | 44.5378 | 43.038 | 41.5254 | 44.5378 |
Ratio Avg Win / Avg Loss | 2.0004 | 2.3466 | 1.3431 | 1.3466 | 1.6239 | 0.9041 |
Largest Winning Trade | 266694 | 266694 | 29431 | 246403 | 246403 | 50507 |
Largest Losing Trade | -58164 | -58164 | -18038 | -151462 | -151462 | -74496 |
Avg Bars in Trades | 61 | 112 | 10 | 61 | 112 | 10 |
Avg Bars in Winners | 67 | 130 | 10 | 67 | 130 | 10 |
Avg Bars in Losers | 56 | 100 | 11 | 56 | 100 | 11 |
Bars Traded | 14579 | 13301 | 1278 | 14579 | 13301 | 1278 |
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 | 327634 | 259694 | -324324 | -388626 | -199909 | -582862 |
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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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