Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387503.5311 | 244898.1156 | 142605.4155 | 323824.0342 | 360890.168 | -37066.1338 |
Total P&L (%) | 387.5035 | 244.8981 | 142.6054 | 323.824 | 360.8902 | -37.0661 |
Avg Daily Profit (%) | 0.2295 | 0.145 | 0.0844 | 0.0856 | 0.0905 | -0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143702 | -144963 | -72253 | -569374 | -257927 | -466144 |
Profit Factor | 1.2921 | 1.3828 | 1.2076 | 1.0906 | 1.2152 | 0.9805 |
Total Trades | 541 | 270 | 271 | 541 | 270 | 271 |
Winning Trades | 255 | 116 | 139 | 255 | 116 | 139 |
Losing Trades | 286 | 154 | 132 | 286 | 154 | 132 |
Profitability (%) | 47.1349 | 42.963 | 51.2915 | 47.1349 | 42.963 | 51.2915 |
Ratio Avg Win / Avg Loss | 1.4492 | 1.8358 | 1.1468 | 1.2232 | 1.6133 | 0.9311 |
Largest Winning Trade | 81586 | 81586 | 39343 | 297980 | 297980 | 156544 |
Largest Losing Trade | -33365 | -30570 | -33365 | -235683 | -125822 | -235683 |
Avg Bars in Trades | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Winners | 46 | 45 | 46 | 46 | 45 | 46 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 19972 | 9498 | 10474 | 19972 | 9498 | 10474 |
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 | 346364 | 13355 | -79665 | -197888 | -73314 | -579748 |
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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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