Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577364.3484 | 558319.7304 | 19044.6181 | -43819.1863 | 107819.7651 | -151638.9514 |
Total P&L (%) | 577.3643 | 558.3197 | 19.0446 | -43.8192 | 107.8198 | -151.639 |
Avg Daily Profit (%) | 0.3115 | 0.3012 | 0.0103 | -0.0311 | 0.0395 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177626 | -181447 | -137706 | -350125 | -200538 | -219544 |
Profit Factor | 1.5365 | 1.9859 | 1.0374 | 0.9517 | 1.2443 | 0.674 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 112 | 48 | 64 | 112 | 48 | 64 |
Losing Trades | 191 | 103 | 88 | 191 | 103 | 88 |
Profitability (%) | 36.9637 | 31.7881 | 42.1053 | 36.9637 | 31.7881 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.6203 | 4.2615 | 1.4264 | 1.6229 | 2.67 | 0.9268 |
Largest Winning Trade | 630458 | 630458 | 53475 | 319999 | 319999 | 37220 |
Largest Losing Trade | -38352 | -18737 | -38352 | -111505 | -40847 | -111505 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 7031 | 3244 | 3787 | 7031 | 3244 | 3787 |
Profit Streak | 0 | 6.8223 | 0 | 0 | 6.8223 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303246 | 244542 | -368622 | -581207 | -145210 | -583329 |
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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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