Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739159.1732 | 664223.583 | 74935.5902 | 363645.3964 | -736795.6722 | 1100441.0686 |
Total P&L (%) | 739.1592 | 664.2236 | 74.9356 | 363.6454 | -736.7957 | 1100.4411 |
Avg Daily Profit (%) | 0.383 | 0.3442 | 0.0388 | 0.0795 | 0 | 0.1289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156786 | -110455 | -99792 | -2571381 | -1884101 | -965645 |
Profit Factor | 1.6174 | 2.0233 | 1.1367 | 1.0372 | 0.8668 | 1.2588 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 167 | 79 | 88 | 167 | 79 | 88 |
Losing Trades | 209 | 109 | 100 | 209 | 109 | 100 |
Profitability (%) | 44.4149 | 42.0213 | 46.8085 | 44.4149 | 42.0213 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.0242 | 2.7916 | 1.2917 | 1.298 | 1.1959 | 1.4305 |
Largest Winning Trade | 459337 | 459337 | 43835 | 782017 | 739040 | 782017 |
Largest Losing Trade | -34349 | -28588 | -34349 | -354759 | -354759 | -317161 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 90 | 80 | 99 | 90 | 80 | 99 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 22505 | 10369 | 12136 | 22505 | 10369 | 12136 |
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 | 448476 | 375890 | -211981 | -266618 | -581785 | -21543 |
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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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