Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232701.7498 | 161614.5552 | 71087.1946 | 204223.9084 | 254060.431 | -49836.5226 |
Total P&L (%) | 232.7018 | 161.6146 | 71.0872 | 204.2239 | 254.0604 | -49.8365 |
Avg Daily Profit (%) | 0.2234 | 0.1551 | 0.0682 | 0.1069 | 0.1214 | -0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112828 | -74287 | -89643 | -719826 | -199464 | -565780 |
Profit Factor | 1.2652 | 1.4038 | 1.149 | 1.1019 | 1.2936 | 0.9563 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 245 | 107 | 138 | 245 | 107 | 138 |
Losing Trades | 345 | 188 | 157 | 345 | 188 | 157 |
Profitability (%) | 41.5254 | 36.2712 | 46.7797 | 41.5254 | 36.2712 | 46.7797 |
Ratio Avg Win / Avg Loss | 1.7816 | 2.4665 | 1.3072 | 1.5516 | 2.2729 | 1.0879 |
Largest Winning Trade | 62253 | 62253 | 31642 | 310492 | 310492 | 244273 |
Largest Losing Trade | -17772 | -13351 | -17772 | -159085 | -58755 | -159085 |
Avg Bars in Trades | 42 | 34 | 49 | 42 | 34 | 49 |
Avg Bars in Winners | 64 | 56 | 70 | 64 | 56 | 70 |
Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
Bars Traded | 24822 | 10318 | 14504 | 24822 | 10318 | 14504 |
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 | 309253 | 169758 | -158724 | -157892 | -34073 | -579376 |
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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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