Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396940.3379 | 387131.6533 | 9808.6846 | -91545.383 | 237240.8845 | -328786.2674 |
Total P&L (%) | 396.9403 | 387.1317 | 9.8087 | -91.5454 | 237.2409 | -328.7863 |
Avg Daily Profit (%) | 0.2082 | 0.203 | 0.0051 | -0.1295 | 0.0638 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179982 | -140338 | -153973 | -968051 | -817182 | -469755 |
Profit Factor | 1.2691 | 1.5243 | 1.0133 | 0.9815 | 1.0914 | 0.8607 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Profitability (%) | 49.0741 | 49.3827 | 48.7654 | 49.0741 | 49.3827 | 48.7654 |
Ratio Avg Win / Avg Loss | 1.317 | 1.5624 | 1.0646 | 1.0186 | 1.1187 | 0.9043 |
Largest Winning Trade | 143812 | 143812 | 40119 | 269054 | 269054 | 208040 |
Largest Losing Trade | -97580 | -30387 | -97580 | -260590 | -260590 | -223823 |
Avg Bars in Trades | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Winners | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 7417 | 3841 | 3575 | 7417 | 3841 | 3575 |
Profit Streak | 0 | 0 | 13.044 | 0 | 0 | 13.044 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331119 | 379571 | -556910 | -577499 | -227417 | -580079 |
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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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