Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358695.085 | 370497.9871 | -11802.9021 | -43944.0131 | 41334.5113 | -85278.5244 |
Total P&L (%) | 358.6951 | 370.498 | -11.8029 | -43.944 | 41.3345 | -85.2785 |
Avg Daily Profit (%) | 0.1923 | 0.1987 | -0.0063 | -0.031 | 0.0186 | -0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206960 | -66334 | -185328 | -54108 | -33539 | -61708 |
Profit Factor | 1.271 | 1.7138 | 0.9853 | 0.8611 | 1.3746 | 0.5859 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Losing Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Profitability (%) | 54.6939 | 59.0164 | 50.4065 | 54.6939 | 59.0164 | 50.4065 |
Ratio Avg Win / Avg Loss | 1.0528 | 1.1902 | 0.9694 | 0.7133 | 0.9546 | 0.5765 |
Largest Winning Trade | 90983 | 90983 | 64593 | 20135 | 20135 | 10954 |
Largest Losing Trade | -78267 | -34665 | -78267 | -45175 | -13888 | -45175 |
Avg Bars in Trades | 44 | 30 | 58 | 44 | 30 | 58 |
Avg Bars in Winners | 40 | 25 | 57 | 40 | 25 | 57 |
Avg Bars in Losers | 49 | 37 | 59 | 49 | 37 | 59 |
Bars Traded | 10949 | 3718 | 7231 | 10949 | 3718 | 7231 |
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 | 336688 | 384668 | -580952 | -578887 | -170359 | -580952 |
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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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