Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112505.161 | 82737.9828 | 29767.1782 | 107146.5333 | 152694.17 | -45547.6367 |
Total P&L (%) | 112.5052 | 82.738 | 29.7672 | 107.1465 | 152.6942 | -45.5476 |
Avg Daily Profit (%) | 0.432 | 0.3177 | 0.1143 | 0.28 | 0.3566 | -0.2331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100114 | -38580 | -68055 | -468539 | -208589 | -282469 |
Profit Factor | 1.2043 | 1.3111 | 1.1045 | 1.0575 | 1.1743 | 0.9539 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 278 | 140 | 138 | 278 | 140 | 138 |
Losing Trades | 199 | 98 | 101 | 199 | 98 | 101 |
Profitability (%) | 58.2809 | 58.8235 | 57.7406 | 58.2809 | 58.8235 | 57.7406 |
Ratio Avg Win / Avg Loss | 0.862 | 0.9178 | 0.8084 | 0.757 | 0.822 | 0.6981 |
Largest Winning Trade | 12870 | 11590 | 12870 | 30597 | 30597 | 28236 |
Largest Losing Trade | -34860 | -15950 | -34860 | -124342 | -56220 | -124342 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Losers | 69 | 68 | 69 | 69 | 68 | 69 |
Bars Traded | 24674 | 11632 | 13042 | 24674 | 11632 | 13042 |
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 | 345849 | 271814 | -150480 | -148481 | -21078 | -580475 |
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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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