Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429362.41 | 370834.9766 | 58527.4334 | -1840.2847 | 20657.37 | -22497.6546 |
Total P&L (%) | 429.3624 | 370.835 | 58.5274 | -1.8403 | 20.6574 | -22.4977 |
Avg Daily Profit (%) | 0.1867 | 0.1612 | 0.0254 | -0.0008 | 0.0082 | -0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192440 | -143183 | -215972 | -198076 | -122320 | -164362 |
Profit Factor | 1.255 | 1.4156 | 1.074 | 0.9983 | 1.034 | 0.952 |
Total Trades | 455 | 228 | 227 | 455 | 228 | 227 |
Winning Trades | 198 | 94 | 104 | 198 | 94 | 104 |
Losing Trades | 257 | 134 | 123 | 257 | 134 | 123 |
Profitability (%) | 43.5165 | 41.2281 | 45.815 | 43.5165 | 41.2281 | 45.815 |
Ratio Avg Win / Avg Loss | 1.629 | 2.0179 | 1.2702 | 1.2958 | 1.474 | 1.1259 |
Largest Winning Trade | 215998 | 215998 | 50365 | 86538 | 86538 | 45446 |
Largest Losing Trade | -47565 | -47565 | -29861 | -100697 | -100697 | -28362 |
Avg Bars in Trades | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Winners | 23 | 28 | 19 | 23 | 28 | 19 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 8968 | 5107 | 3861 | 8968 | 5107 | 3861 |
Profit Streak | 0 | 0 | 20.6093 | 0 | 0 | 20.6093 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308211 | 241019 | -298987 | -578976 | -374027 | -579275 |
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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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