Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361946.3997 | 274417.5262 | 87528.8735 | 31508.6626 | 1073273.627 | -1041764.9644 |
Total P&L (%) | 361.9464 | 274.4175 | 87.5289 | 31.5087 | 1073.2736 | -1041.765 |
Avg Daily Profit (%) | 0.1898 | 0.1439 | 0.0459 | 0.0144 | 0.1292 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153664 | -99076 | -141762 | -1935762 | -642652 | -1793154 |
Profit Factor | 1.2175 | 1.3425 | 1.1014 | 1.004 | 1.3275 | 0.7708 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 293 | 141 | 152 | 293 | 141 | 152 |
Losing Trades | 191 | 101 | 90 | 191 | 101 | 90 |
Profitability (%) | 60.5372 | 58.2645 | 62.8099 | 60.5372 | 58.2645 | 62.8099 |
Ratio Avg Win / Avg Loss | 0.7936 | 0.9616 | 0.6522 | 0.6545 | 0.9509 | 0.4564 |
Largest Winning Trade | 43213 | 41670 | 43213 | 391308 | 391308 | 251774 |
Largest Losing Trade | -54536 | -42079 | -54536 | -946322 | -164089 | -946322 |
Avg Bars in Trades | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Losers | 66 | 66 | 66 | 66 | 66 | 66 |
Bars Traded | 22755 | 11314 | 11441 | 22755 | 11314 | 11441 |
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 | 336303 | -514 | -239874 | -390501 | -19777 | -578406 |
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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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