Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367726.9889 | 313541.6808 | 54185.3081 | -46670.1698 | 144352.806 | -191022.9758 |
Total P&L (%) | 367.727 | 313.5417 | 54.1853 | -46.6702 | 144.3528 | -191.023 |
Avg Daily Profit (%) | 0.196 | 0.1671 | 0.0289 | -0.0335 | 0.0476 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186798 | -93890 | -268039 | -477861 | -119504 | -450089 |
Profit Factor | 1.2 | 1.3629 | 1.0556 | 0.9627 | 1.3163 | 0.7601 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 289 | 140 | 149 | 289 | 140 | 149 |
Losing Trades | 255 | 132 | 123 | 255 | 132 | 123 |
Profitability (%) | 53.125 | 51.4706 | 54.7794 | 53.125 | 51.4706 | 54.7794 |
Ratio Avg Win / Avg Loss | 1.0588 | 1.285 | 0.8714 | 0.8495 | 1.2411 | 0.6275 |
Largest Winning Trade | 74973 | 74973 | 71583 | 105451 | 78329 | 105451 |
Largest Losing Trade | -80723 | -36237 | -80723 | -167772 | -76200 | -167772 |
Avg Bars in Trades | 40 | 36 | 45 | 40 | 36 | 45 |
Avg Bars in Winners | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Losers | 43 | 38 | 47 | 43 | 38 | 47 |
Bars Traded | 22275 | 9949 | 12326 | 22275 | 9949 | 12326 |
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 | 369707 | 319182 | -314931 | -577530 | -128060 | -579291 |
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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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