Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317133.8483 | 354059.5143 | -36925.666 | -68405.5571 | 134724.1107 | -203129.6678 |
Total P&L (%) | 317.1338 | 354.0595 | -36.9257 | -68.4056 | 134.7241 | -203.1297 |
Avg Daily Profit (%) | 0.1604 | 0.1791 | -0.0187 | -0.0583 | 0.0432 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216798 | -193270 | -175525 | -827180 | -710558 | -469387 |
Profit Factor | 1.2001 | 1.4494 | 0.9537 | 0.9812 | 1.0692 | 0.8797 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 175 | 91 | 84 | 175 | 91 | 84 |
Losing Trades | 161 | 77 | 84 | 161 | 77 | 84 |
Profitability (%) | 52.0833 | 54.1667 | 50 | 52.0833 | 54.1667 | 50 |
Ratio Avg Win / Avg Loss | 1.1041 | 1.2264 | 0.9537 | 0.9027 | 0.9047 | 0.8797 |
Largest Winning Trade | 141383 | 141383 | 70477 | 380692 | 380692 | 182867 |
Largest Losing Trade | -59327 | -35479 | -59327 | -241368 | -241368 | -208336 |
Avg Bars in Trades | 23 | 17 | 28 | 23 | 17 | 28 |
Avg Bars in Winners | 26 | 19 | 34 | 26 | 19 | 34 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 7742 | 2994 | 4748 | 7742 | 2994 | 4748 |
Profit Streak | 0 | 0 | 503.64 | 0 | 0 | 503.64 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326188 | 344949 | -579215 | -578473 | -280154 | -579215 |
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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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