Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466504.478 | 303626.7846 | 162877.6934 | 128503.1043 | -174405.2389 | 302908.3432 |
Total P&L (%) | 466.5045 | 303.6268 | 162.8777 | 128.5031 | -174.4052 | 302.9083 |
Avg Daily Profit (%) | 0.2585 | 0.1683 | 0.0903 | 0.0458 | 0 | 0.0773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116387 | -116052 | -66314 | -439734 | -445891 | -239651 |
Profit Factor | 1.4283 | 1.4678 | 1.37 | 1.0371 | 0.9149 | 1.215 |
Total Trades | 493 | 247 | 246 | 493 | 247 | 246 |
Winning Trades | 208 | 86 | 122 | 208 | 86 | 122 |
Losing Trades | 285 | 161 | 124 | 285 | 161 | 124 |
Profitability (%) | 42.1907 | 34.8178 | 49.5935 | 42.1907 | 34.8178 | 49.5935 |
Ratio Avg Win / Avg Loss | 1.957 | 2.7478 | 1.3925 | 1.4211 | 1.7128 | 1.2349 |
Largest Winning Trade | 309951 | 309951 | 46114 | 250023 | 250023 | 140960 |
Largest Losing Trade | -28280 | -28280 | -24776 | -118470 | -111601 | -118470 |
Avg Bars in Trades | 43 | 51 | 35 | 43 | 51 | 35 |
Avg Bars in Winners | 56 | 72 | 45 | 56 | 72 | 45 |
Avg Bars in Losers | 33 | 40 | 25 | 33 | 40 | 25 |
Bars Traded | 21437 | 12678 | 8759 | 21437 | 12678 | 8759 |
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 | 347016 | 158495 | -71371 | -311856 | -583167 | -89660 |
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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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