Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340895.2995 | 331795.8151 | 9099.4844 | -35634.0843 | 567931.6471 | -603565.7314 |
Total P&L (%) | 340.8953 | 331.7958 | 9.0995 | -35.6341 | 567.9316 | -603.5657 |
Avg Daily Profit (%) | 0.1833 | 0.1784 | 0.0049 | -0.0237 | 0.1022 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163687 | -94552 | -179336 | -639308 | -375456 | -862167 |
Profit Factor | 1.2393 | 1.5277 | 1.0114 | 0.9916 | 1.325 | 0.7591 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 166 | 81 | 85 | 166 | 81 | 85 |
Losing Trades | 189 | 97 | 92 | 189 | 97 | 92 |
Profitability (%) | 46.7606 | 45.5056 | 48.0226 | 46.7606 | 45.5056 | 48.0226 |
Ratio Avg Win / Avg Loss | 1.411 | 1.8295 | 1.0947 | 1.129 | 1.5867 | 0.8216 |
Largest Winning Trade | 110568 | 110568 | 53170 | 361223 | 361223 | 111304 |
Largest Losing Trade | -74230 | -30115 | -74230 | -510645 | -116318 | -510645 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 10814 | 5342 | 5472 | 10814 | 5342 | 5472 |
Profit Streak | 0 | 0 | 51.6423 | 0 | 0 | 51.6423 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280349 | 311460 | -558993 | -578515 | -56213 | -579763 |
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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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