Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556874.1637 | 554504.566 | 2369.5977 | -18980.0864 | 342891.2237 | -361871.3101 |
Total P&L (%) | 556.8742 | 554.5046 | 2.3696 | -18.9801 | 342.8912 | -361.8713 |
Avg Daily Profit (%) | 0.2312 | 0.2302 | 0.001 | -0.0087 | 0.0618 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151426 | -122472 | -136066 | -613780 | -488654 | -507424 |
Profit Factor | 1.3705 | 1.6727 | 1.0035 | 0.9951 | 1.1662 | 0.7976 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 193 | 93 | 100 | 193 | 93 | 100 |
Losing Trades | 253 | 130 | 123 | 253 | 130 | 123 |
Profitability (%) | 43.2735 | 41.704 | 44.843 | 43.2735 | 41.704 | 44.843 |
Ratio Avg Win / Avg Loss | 1.7965 | 2.3382 | 1.2343 | 1.3044 | 1.6302 | 0.981 |
Largest Winning Trade | 316086 | 316086 | 60243 | 350926 | 350926 | 195156 |
Largest Losing Trade | -49772 | -25217 | -49772 | -259227 | -157248 | -259227 |
Avg Bars in Trades | 31 | 27 | 36 | 31 | 27 | 36 |
Avg Bars in Winners | 45 | 34 | 54 | 45 | 34 | 54 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 14256 | 6057 | 8199 | 14256 | 6057 | 8199 |
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 | 347228 | 328602 | -575354 | -579396 | -149324 | -582171 |
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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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