Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607417.2578 | 619970.9167 | -12553.6589 | -43167.2031 | 159820.637 | -202987.8402 |
Total P&L (%) | 607.4173 | 619.9709 | -12.5537 | -43.1672 | 159.8206 | -202.9878 |
Avg Daily Profit (%) | 0.2521 | 0.2573 | -0.0052 | -0.0235 | 0.0396 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177127 | -123850 | -129478 | -353101 | -325802 | -306467 |
Profit Factor | 1.4391 | 1.8582 | 0.981 | 0.9736 | 1.1901 | 0.7446 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Profitability (%) | 44.8845 | 42.7632 | 47.0199 | 44.8845 | 42.7632 | 47.0199 |
Ratio Avg Win / Avg Loss | 1.7672 | 2.4871 | 1.1054 | 1.1955 | 1.5929 | 0.839 |
Largest Winning Trade | 388556 | 388556 | 55595 | 202523 | 202523 | 107446 |
Largest Losing Trade | -41321 | -38684 | -41321 | -148669 | -148669 | -97371 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 9535 | 4809 | 4726 | 9535 | 4809 | 4726 |
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 | 364454 | 341311 | -580034 | -579516 | -152871 | -581701 |
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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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