Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379493.4461 | 381901.7661 | -2408.32 | 4534.7742 | 310412.2207 | -305877.4465 |
Total P&L (%) | 379.4934 | 381.9018 | -2.4083 | 4.5348 | 310.4122 | -305.8774 |
Avg Daily Profit (%) | 0.1514 | 0.1524 | -0.001 | 0.0018 | 0.0564 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217686 | -120267 | -305416 | -589381 | -111332 | -641202 |
Profit Factor | 1.2123 | 1.5 | 0.9976 | 1.0022 | 1.362 | 0.7555 |
Total Trades | 405 | 202 | 203 | 405 | 202 | 203 |
Winning Trades | 174 | 91 | 83 | 174 | 91 | 83 |
Losing Trades | 231 | 111 | 120 | 231 | 111 | 120 |
Profitability (%) | 42.963 | 45.0495 | 40.8867 | 42.963 | 45.0495 | 40.8867 |
Ratio Avg Win / Avg Loss | 1.6094 | 1.8297 | 1.4424 | 1.3304 | 1.6613 | 1.0922 |
Largest Winning Trade | 91831 | 91831 | 46496 | 186482 | 73871 | 186482 |
Largest Losing Trade | -50757 | -37287 | -50757 | -92629 | -65697 | -92629 |
Avg Bars in Trades | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Winners | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4956 | 2196 | 2760 | 4956 | 2196 | 2760 |
Profit Streak | 0 | 20.7328 | 0 | 0 | 20.7328 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270830 | 325396 | -581870 | -574727 | -116678 | -581870 |
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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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