Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400045.041 | 148091.2601 | 251953.7808 | 791962.8514 | 201606.3671 | 590356.4843 |
Total P&L (%) | 400.045 | 148.0913 | 251.9538 | 791.9629 | 201.6064 | 590.3565 |
Avg Daily Profit (%) | 0.2504 | 0.0927 | 0.1577 | 0.1371 | 0.0691 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127289 | -99980 | -113606 | -3057969 | -2255679 | -1332766 |
Profit Factor | 1.3816 | 1.3025 | 1.451 | 1.0695 | 1.038 | 1.097 |
Total Trades | 435 | 218 | 217 | 435 | 218 | 217 |
Winning Trades | 209 | 94 | 115 | 209 | 94 | 115 |
Losing Trades | 226 | 124 | 102 | 226 | 124 | 102 |
Profitability (%) | 48.046 | 43.1193 | 52.9954 | 48.046 | 43.1193 | 52.9954 |
Ratio Avg Win / Avg Loss | 1.494 | 1.7182 | 1.287 | 1.1565 | 1.3692 | 0.973 |
Largest Winning Trade | 81091 | 81091 | 56203 | 746872 | 746872 | 742658 |
Largest Losing Trade | -33208 | -18480 | -33208 | -544188 | -472318 | -544188 |
Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Winners | 57 | 42 | 70 | 57 | 42 | 70 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 18821 | 7285 | 11536 | 18821 | 7285 | 11536 |
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 | 365344 | -70083 | 332450 | -152188 | -281489 | -145545 |
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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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