Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478245.971 | 442807.1323 | 35438.8386 | -75529.2048 | 116504.8642 | -192034.069 |
Total P&L (%) | 478.246 | 442.8071 | 35.4388 | -75.5292 | 116.5049 | -192.0341 |
Avg Daily Profit (%) | 0.2468 | 0.2285 | 0.0183 | -0.0726 | 0.0399 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141529 | -91662 | -198977 | -149735 | -30894 | -213209 |
Profit Factor | 1.314 | 1.6157 | 1.0441 | 0.8661 | 1.646 | 0.4994 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 172 | 74 | 98 | 172 | 74 | 98 |
Losing Trades | 176 | 100 | 76 | 176 | 100 | 76 |
Profitability (%) | 49.4253 | 42.5287 | 56.3218 | 49.4253 | 42.5287 | 56.3218 |
Ratio Avg Win / Avg Loss | 1.3445 | 2.1834 | 0.8097 | 0.8862 | 2.2243 | 0.3873 |
Largest Winning Trade | 114147 | 114147 | 47210 | 34012 | 34012 | 13042 |
Largest Losing Trade | -95664 | -35692 | -95664 | -133606 | -11061 | -133606 |
Avg Bars in Trades | 66 | 50 | 81 | 66 | 50 | 81 |
Avg Bars in Winners | 82 | 54 | 103 | 82 | 54 | 103 |
Avg Bars in Losers | 50 | 48 | 53 | 50 | 48 | 53 |
Bars Traded | 22992 | 8828 | 14164 | 22992 | 8828 | 14164 |
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 | 352311 | 301453 | -343579 | -579181 | -139077 | -579602 |
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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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