Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446646.9989 | 404170.0855 | 42476.9134 | -57356.8584 | -23611.5436 | -33745.3148 |
Total P&L (%) | 446.647 | 404.1701 | 42.4769 | -57.3569 | -23.6115 | -33.7453 |
Avg Daily Profit (%) | 0.2565 | 0.2321 | 0.0244 | -0.0489 | -0.0155 | -0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144518 | -146286 | -85321 | -204308 | -130869 | -102715 |
Profit Factor | 1.3394 | 1.6108 | 1.0649 | 0.9396 | 0.9485 | 0.9313 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 233 | 106 | 127 | 233 | 106 | 127 |
Losing Trades | 260 | 140 | 120 | 260 | 140 | 120 |
Profitability (%) | 47.2617 | 43.0894 | 51.417 | 47.2617 | 43.0894 | 51.417 |
Ratio Avg Win / Avg Loss | 1.4946 | 2.1275 | 1.0062 | 1.0484 | 1.2527 | 0.88 |
Largest Winning Trade | 278544 | 278544 | 47310 | 77729 | 77729 | 61407 |
Largest Losing Trade | -81535 | -30890 | -81535 | -86558 | -49073 | -86558 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 49 | 50 | 49 | 49 | 50 | 49 |
Avg Bars in Losers | 34 | 28 | 41 | 34 | 28 | 41 |
Bars Traded | 20558 | 9308 | 11250 | 20558 | 9308 | 11250 |
Profit Streak | 0 | 8.5526 | 0 | 0 | 8.5526 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357828 | 347747 | -310499 | -577599 | -580396 | -579857 |
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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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