Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770658.4083 | 722293.556 | 48364.8523 | 24295.2723 | 2097928.8222 | -2073633.5499 |
Total P&L (%) | 770.6584 | 722.2936 | 48.3649 | 24.2953 | 2097.9288 | -2073.6336 |
Avg Daily Profit (%) | 0.3244 | 0.304 | 0.0204 | 0.0092 | 0.1301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248233 | -128551 | -192567 | -4408018 | -1864237 | -2888379 |
Profit Factor | 1.4811 | 1.7991 | 1.0693 | 1.002 | 1.4092 | 0.6918 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 159 | 75 | 84 | 159 | 75 | 84 |
Losing Trades | 208 | 109 | 99 | 208 | 109 | 99 |
Profitability (%) | 43.3243 | 40.7609 | 45.9016 | 43.3243 | 40.7609 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.9375 | 2.6147 | 1.2602 | 1.3109 | 2.048 | 0.8154 |
Largest Winning Trade | 243734 | 243734 | 53360 | 2031428 | 2031428 | 673910 |
Largest Losing Trade | -48751 | -38984 | -48751 | -1572386 | -1153919 | -1572386 |
Avg Bars in Trades | 12 | 18 | 6 | 12 | 18 | 6 |
Avg Bars in Winners | 17 | 28 | 8 | 17 | 28 | 8 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 4555 | 3341 | 1214 | 4555 | 3341 | 1214 |
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 | 396094 | 339549 | -312361 | -403299 | -19916 | -581691 |
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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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