Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369450.4979 | 323473.4399 | 45977.058 | 153456.4702 | 377598.8712 | -224142.401 |
Total P&L (%) | 369.4505 | 323.4734 | 45.9771 | 153.4565 | 377.5989 | -224.1424 |
Avg Daily Profit (%) | 0.2068 | 0.1811 | 0.0257 | 0.0521 | 0.0876 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116265 | -85212 | -89931 | -817450 | -429907 | -704207 |
Profit Factor | 1.2179 | 1.3786 | 1.0547 | 1.0204 | 1.099 | 0.9393 |
Total Trades | 684 | 342 | 342 | 684 | 342 | 342 |
Winning Trades | 320 | 154 | 166 | 320 | 154 | 166 |
Losing Trades | 364 | 188 | 176 | 364 | 188 | 176 |
Profitability (%) | 46.7836 | 45.0292 | 48.538 | 46.7836 | 45.0292 | 48.538 |
Ratio Avg Win / Avg Loss | 1.3853 | 1.683 | 1.1182 | 1.1607 | 1.3416 | 0.9959 |
Largest Winning Trade | 101107 | 101107 | 67398 | 297076 | 297076 | 284030 |
Largest Losing Trade | -23232 | -19298 | -23232 | -206226 | -113125 | -206226 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 21243 | 10097 | 11146 | 21243 | 10097 | 11146 |
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 | 345008 | 313625 | -319927 | -319102 | -188144 | -580113 |
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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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