Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676569.3974 | 723709.2807 | -47139.8832 | -51936.5518 | 299417.67 | -351354.2218 |
Total P&L (%) | 676.5694 | 723.7093 | -47.1399 | -51.9366 | 299.4177 | -351.3542 |
Avg Daily Profit (%) | 0.2909 | 0.3112 | -0.0203 | -0.0315 | 0.0596 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201968 | -191172 | -188074 | -893970 | -665010 | -498558 |
Profit Factor | 1.5135 | 2.1333 | 0.9306 | 0.9831 | 1.1794 | 0.7482 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 40.9266 | 39.2308 | 42.6357 | 40.9266 | 39.2308 | 42.6357 |
Ratio Avg Win / Avg Loss | 2.1846 | 3.3045 | 1.252 | 1.4189 | 1.827 | 1.0067 |
Largest Winning Trade | 330411 | 330411 | 80795 | 532968 | 532968 | 111638 |
Largest Losing Trade | -63033 | -45109 | -63033 | -318509 | -318509 | -199945 |
Avg Bars in Trades | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Winners | 76 | 66 | 86 | 76 | 66 | 86 |
Avg Bars in Losers | 35 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 13492 | 6115 | 7377 | 13492 | 6115 | 7377 |
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 | 329075 | 311332 | -582187 | -581284 | -139810 | -582187 |
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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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