Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568389.725 | 496034.4365 | 72355.2886 | 518644.1994 | 191073.7637 | 327570.4357 |
Total P&L (%) | 568.3897 | 496.0344 | 72.3553 | 518.6442 | 191.0738 | 327.5704 |
Avg Daily Profit (%) | 0.2876 | 0.251 | 0.0366 | 0.0923 | 0.0541 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134014 | -100396 | -132022 | -801324 | -725431 | -372166 |
Profit Factor | 1.4274 | 1.7263 | 1.1119 | 1.1098 | 1.0732 | 1.155 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 193 | 101 | 92 | 193 | 101 | 92 |
Losing Trades | 196 | 94 | 102 | 196 | 94 | 102 |
Profitability (%) | 49.6144 | 51.7949 | 47.4227 | 49.6144 | 51.7949 | 47.4227 |
Ratio Avg Win / Avg Loss | 1.4496 | 1.6066 | 1.2327 | 1.127 | 0.9988 | 1.2805 |
Largest Winning Trade | 174084 | 174084 | 75045 | 492298 | 416655 | 492298 |
Largest Losing Trade | -31476 | -31476 | -27988 | -361447 | -361447 | -147269 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 11596 | 5446 | 6150 | 11596 | 5446 | 6150 |
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 | 425183 | 442983 | -242013 | -166992 | -261420 | -145339 |
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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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