Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224710.7399 | 176764.0094 | 47946.7306 | -23022.5011 | 708045.7983 | -731068.2995 |
Total P&L (%) | 224.7107 | 176.764 | 47.9467 | -23.0225 | 708.0458 | -731.0683 |
Avg Daily Profit (%) | 0.2157 | 0.1697 | 0.046 | -0.0251 | 0.2008 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153367 | -102191 | -100556 | -1119080 | -270503 | -1046794 |
Profit Factor | 1.2502 | 1.4119 | 1.1022 | 0.9925 | 1.6431 | 0.6259 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Losing Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Profitability (%) | 55.0943 | 55.303 | 54.8872 | 55.0943 | 55.303 | 54.8872 |
Ratio Avg Win / Avg Loss | 1.019 | 1.1411 | 0.9059 | 0.8089 | 1.328 | 0.5145 |
Largest Winning Trade | 48306 | 48306 | 33911 | 264293 | 264293 | 69559 |
Largest Losing Trade | -85448 | -26722 | -85448 | -1020063 | -109002 | -1020063 |
Avg Bars in Trades | 92 | 86 | 99 | 92 | 86 | 99 |
Avg Bars in Winners | 95 | 88 | 102 | 95 | 88 | 102 |
Avg Bars in Losers | 89 | 83 | 95 | 89 | 83 | 95 |
Bars Traded | 24590 | 11371 | 13219 | 24590 | 11371 | 13219 |
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 | 344932 | 310060 | -242273 | -578731 | 379015 | -580345 |
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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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