Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412561.5262 | 292520.4878 | 120041.0385 | 263080.833 | 181362.4493 | 81718.3838 |
Total P&L (%) | 412.5615 | 292.5205 | 120.041 | 263.0808 | 181.3624 | 81.7184 |
Avg Daily Profit (%) | 0.4056 | 0.2875 | 0.118 | 0.1268 | 0.1017 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183137 | -125046 | -97781 | -252423 | -213942 | -126816 |
Profit Factor | 1.3442 | 1.4089 | 1.2483 | 1.178 | 1.1994 | 1.1437 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 178 | 80 | 98 | 178 | 80 | 98 |
Losing Trades | 234 | 126 | 108 | 234 | 126 | 108 |
Profitability (%) | 43.2039 | 38.835 | 47.5728 | 43.2039 | 38.835 | 47.5728 |
Ratio Avg Win / Avg Loss | 1.767 | 2.219 | 1.3757 | 1.5486 | 1.889 | 1.2604 |
Largest Winning Trade | 210850 | 210850 | 24271 | 158719 | 158719 | 56895 |
Largest Losing Trade | -27709 | -27709 | -20981 | -53727 | -49432 | -53727 |
Avg Bars in Trades | 58 | 70 | 46 | 58 | 70 | 46 |
Avg Bars in Winners | 71 | 86 | 59 | 71 | 86 | 59 |
Avg Bars in Losers | 48 | 60 | 34 | 48 | 60 | 34 |
Bars Traded | 24093 | 14551 | 9542 | 24093 | 14551 | 9542 |
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 | 372718 | 230781 | -36124 | -47835 | -61093 | -177332 |
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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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