Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510673.3287 | 585780.9464 | -75107.6176 | -85023.653 | 33074.0667 | -118097.7197 |
Total P&L (%) | 510.6733 | 585.7809 | -75.1076 | -85.0237 | 33.0741 | -118.0977 |
Avg Daily Profit (%) | 0.2452 | 0.2813 | -0.0361 | -0.0911 | 0.0137 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134596 | -182530 | -210950 | -116175 | -104855 | -180478 |
Profit Factor | 1.322 | 1.7283 | 0.9039 | 0.9056 | 1.0731 | 0.7363 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 169 | 89 | 80 | 169 | 89 | 80 |
Profitability (%) | 42.517 | 39.4558 | 45.5782 | 42.517 | 39.4558 | 45.5782 |
Ratio Avg Win / Avg Loss | 1.7873 | 2.652 | 1.0793 | 1.2243 | 1.6467 | 0.8792 |
Largest Winning Trade | 311685 | 311685 | 62515 | 70094 | 70094 | 39720 |
Largest Losing Trade | -82442 | -36693 | -82442 | -87921 | -37821 | -87921 |
Avg Bars in Trades | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Winners | 115 | 118 | 112 | 115 | 118 | 112 |
Avg Bars in Losers | 61 | 61 | 60 | 61 | 61 | 60 |
Bars Traded | 24745 | 12379 | 12365 | 24745 | 12379 | 12365 |
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 | 301721 | 278742 | -580995 | -580483 | -320600 | -582662 |
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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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