Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306769.3725 | 192902.4482 | 113866.9243 | 86687.2956 | 252331.6977 | -165644.4021 |
Total P&L (%) | 306.7694 | 192.9024 | 113.8669 | 86.6873 | 252.3317 | -165.6444 |
Avg Daily Profit (%) | 0.1564 | 0.0984 | 0.0581 | 0.0318 | 0.0642 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122231 | -92916 | -105681 | -249204 | -152522 | -245159 |
Profit Factor | 1.2081 | 1.2506 | 1.1616 | 1.0313 | 1.1793 | 0.8782 |
Total Trades | 455 | 228 | 227 | 455 | 228 | 227 |
Winning Trades | 224 | 111 | 113 | 224 | 111 | 113 |
Losing Trades | 231 | 117 | 114 | 231 | 117 | 114 |
Profitability (%) | 49.2308 | 48.6842 | 49.7797 | 49.2308 | 48.6842 | 49.7797 |
Ratio Avg Win / Avg Loss | 1.2458 | 1.3182 | 1.1719 | 1.0636 | 1.243 | 0.8859 |
Largest Winning Trade | 54151 | 54151 | 31957 | 117623 | 117623 | 42859 |
Largest Losing Trade | -38231 | -35900 | -38231 | -75233 | -75233 | -72857 |
Avg Bars in Trades | 51 | 54 | 47 | 51 | 54 | 47 |
Avg Bars in Winners | 48 | 55 | 41 | 48 | 55 | 41 |
Avg Bars in Losers | 54 | 53 | 54 | 54 | 53 | 54 |
Bars Traded | 23298 | 12446 | 10852 | 23298 | 12446 | 10852 |
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 | 318588 | -61739 | -157571 | -334345 | -130366 | -580231 |
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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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