Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422267.645 | 374300.3809 | 47967.2641 | -59125.1246 | -201245.0608 | 142119.9363 |
Total P&L (%) | 422.2676 | 374.3004 | 47.9673 | -59.1251 | -201.2451 | 142.1199 |
Avg Daily Profit (%) | 0.286 | 0.2535 | 0.0325 | -0.0606 | 0 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214873 | -155045 | -105259 | -417876 | -350598 | -171103 |
Profit Factor | 1.3566 | 1.5559 | 1.0939 | 0.9715 | 0.8293 | 1.1588 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 120 | 53 | 67 | 120 | 53 | 67 |
Losing Trades | 162 | 88 | 74 | 162 | 88 | 74 |
Profitability (%) | 42.5532 | 37.5887 | 47.5177 | 42.5532 | 37.5887 | 47.5177 |
Ratio Avg Win / Avg Loss | 1.8314 | 2.5834 | 1.2082 | 1.3115 | 1.3769 | 1.2798 |
Largest Winning Trade | 355494 | 355494 | 60131 | 148007 | 148007 | 83238 |
Largest Losing Trade | -30995 | -23956 | -30995 | -103352 | -70094 | -103352 |
Avg Bars in Trades | 61 | 71 | 51 | 61 | 71 | 51 |
Avg Bars in Winners | 77 | 86 | 69 | 77 | 86 | 69 |
Avg Bars in Losers | 50 | 62 | 35 | 50 | 62 | 35 |
Bars Traded | 17389 | 10101 | 7288 | 17389 | 10101 | 7288 |
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 | 305119 | 209868 | -269407 | -580532 | -584118 | -159970 |
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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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