Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602391.4743 | 534193.6034 | 68197.871 | 601432.1698 | 677392.2957 | -75960.1259 |
Total P&L (%) | 602.3915 | 534.1936 | 68.1979 | 601.4322 | 677.3923 | -75.9601 |
Avg Daily Profit (%) | 0.2892 | 0.2565 | 0.0327 | 0.0936 | 0.0985 | -0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191743 | -79145 | -188581 | -611635 | -483124 | -569391 |
Profit Factor | 1.4351 | 1.7915 | 1.0961 | 1.0996 | 1.2228 | 0.9747 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 192 | 101 | 91 | 192 | 101 | 91 |
Profitability (%) | 43.3628 | 40.5882 | 46.1538 | 43.3628 | 40.5882 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8744 | 2.6224 | 1.2788 | 1.4362 | 1.7898 | 1.1371 |
Largest Winning Trade | 141397 | 141397 | 47190 | 490240 | 490240 | 216192 |
Largest Losing Trade | -35496 | -35496 | -35139 | -240033 | -240033 | -122032 |
Avg Bars in Trades | 72 | 64 | 79 | 72 | 64 | 79 |
Avg Bars in Winners | 94 | 82 | 104 | 94 | 82 | 104 |
Avg Bars in Losers | 55 | 53 | 58 | 55 | 53 | 58 |
Bars Traded | 24506 | 11037 | 13469 | 24506 | 11037 | 13469 |
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 | 360444 | 309350 | -265237 | -179405 | -63651 | -580277 |
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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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