Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234340.0256 | 187478.2486 | 46861.777 | 63262.0789 | 382362.2486 | -319100.1698 |
Total P&L (%) | 234.34 | 187.4782 | 46.8618 | 63.2621 | 382.3622 | -319.1002 |
Avg Daily Profit (%) | 0.225 | 0.18 | 0.045 | 0.0471 | 0.1512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145694 | -98093 | -78283 | -810775 | -487293 | -486053 |
Profit Factor | 1.2037 | 1.4232 | 1.0663 | 1.013 | 1.2199 | 0.8977 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 230 | 110 | 120 | 230 | 110 | 120 |
Losing Trades | 282 | 146 | 136 | 282 | 146 | 136 |
Profitability (%) | 44.9219 | 42.9688 | 46.875 | 44.9219 | 42.9688 | 46.875 |
Ratio Avg Win / Avg Loss | 1.4759 | 1.889 | 1.2084 | 1.2421 | 1.6192 | 1.0174 |
Largest Winning Trade | 143385 | 143385 | 32516 | 248367 | 248367 | 200584 |
Largest Losing Trade | -20575 | -20575 | -19110 | -148732 | -141929 | -148732 |
Avg Bars in Trades | 48 | 37 | 59 | 48 | 37 | 59 |
Avg Bars in Winners | 64 | 56 | 71 | 64 | 56 | 71 |
Avg Bars in Losers | 35 | 22 | 49 | 35 | 22 | 49 |
Bars Traded | 24741 | 9490 | 15251 | 24741 | 9490 | 15251 |
Profit Streak | 10.1759 | 0 | 15.1342 | 10.1759 | 0 | 15.1342 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312839 | 268101 | -281429 | -335342 | 214512 | -578470 |
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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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