Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573762.8326 | 468517.2621 | 105245.5705 | 227781.9725 | 400660.3815 | -172878.4091 |
Total P&L (%) | 573.7628 | 468.5173 | 105.2456 | 227.782 | 400.6604 | -172.8784 |
Avg Daily Profit (%) | 0.3023 | 0.2469 | 0.0555 | 0.0626 | 0.0849 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132172 | -71106 | -178316 | -294620 | -151685 | -358180 |
Profit Factor | 1.3256 | 1.6638 | 1.0996 | 1.0927 | 1.4214 | 0.8853 |
Total Trades | 379 | 190 | 189 | 379 | 190 | 189 |
Winning Trades | 184 | 98 | 86 | 184 | 98 | 86 |
Losing Trades | 195 | 92 | 103 | 195 | 92 | 103 |
Profitability (%) | 48.5488 | 51.5789 | 45.5026 | 48.5488 | 51.5789 | 45.5026 |
Ratio Avg Win / Avg Loss | 1.4048 | 1.562 | 1.317 | 1.158 | 1.3343 | 1.0603 |
Largest Winning Trade | 58654 | 46538 | 58654 | 80508 | 80508 | 77361 |
Largest Losing Trade | -83058 | -33266 | -83058 | -121999 | -38803 | -121999 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 32 | 25 | 40 | 32 | 25 | 40 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 11208 | 4922 | 6286 | 11208 | 4922 | 6286 |
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 | 390494 | 435418 | -231144 | -226275 | -77845 | -580426 |
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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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