Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390211.6478 | 387626.0723 | 2585.5754 | 2511.4574 | 142898.329 | -140386.8716 |
Total P&L (%) | 390.2116 | 387.6261 | 2.5856 | 2.5115 | 142.8983 | -140.3869 |
Avg Daily Profit (%) | 0.2073 | 0.2059 | 0.0014 | 0.0013 | 0.0472 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205401 | -196671 | -45994 | -1850031 | -1644744 | -277098 |
Profit Factor | 1.4025 | 1.4865 | 1.015 | 1.0005 | 1.0355 | 0.8287 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 162 | 79 | 83 | 162 | 79 | 83 |
Losing Trades | 199 | 101 | 98 | 199 | 101 | 98 |
Profitability (%) | 44.8753 | 43.8889 | 45.8564 | 44.8753 | 43.8889 | 45.8564 |
Ratio Avg Win / Avg Loss | 1.7229 | 1.9004 | 1.1984 | 1.229 | 1.3239 | 0.9785 |
Largest Winning Trade | 217507 | 217507 | 18977 | 810743 | 810743 | 124046 |
Largest Losing Trade | -49098 | -49098 | -10119 | -389035 | -389035 | -149706 |
Avg Bars in Trades | 60 | 117 | 3 | 60 | 117 | 3 |
Avg Bars in Winners | 59 | 116 | 3 | 59 | 116 | 3 |
Avg Bars in Losers | 61 | 117 | 3 | 61 | 117 | 3 |
Bars Traded | 21782 | 21068 | 714 | 21782 | 21068 | 714 |
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 | 338377 | 288602 | -561741 | -576888 | -313376 | -581719 |
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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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