Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339959.9765 | 300819.4062 | 39140.5703 | -36959.5679 | 125132.6051 | -162092.1731 |
Total P&L (%) | 339.96 | 300.8194 | 39.1406 | -36.9596 | 125.1326 | -162.0922 |
Avg Daily Profit (%) | 0.3289 | 0.291 | 0.0379 | -0.0446 | 0.0785 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204026 | -132109 | -117819 | -592820 | -297280 | -451144 |
Profit Factor | 1.2946 | 1.4986 | 1.0711 | 0.9867 | 1.0938 | 0.8875 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Losing Trades | 215 | 111 | 104 | 215 | 111 | 104 |
Profitability (%) | 42.0485 | 40.3226 | 43.7838 | 42.0485 | 40.3226 | 43.7838 |
Ratio Avg Win / Avg Loss | 1.7843 | 2.218 | 1.3752 | 1.3598 | 1.6188 | 1.1395 |
Largest Winning Trade | 329032 | 329032 | 32416 | 260312 | 260312 | 98999 |
Largest Losing Trade | -42952 | -24154 | -42952 | -154085 | -99995 | -154085 |
Avg Bars in Trades | 65 | 72 | 59 | 65 | 72 | 59 |
Avg Bars in Winners | 93 | 102 | 85 | 93 | 102 | 85 |
Avg Bars in Losers | 45 | 51 | 39 | 45 | 51 | 39 |
Bars Traded | 24481 | 13433 | 11048 | 24481 | 13433 | 11048 |
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 | 314368 | 268672 | -288935 | -580264 | -207661 | -581115 |
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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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