Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456797.1751 | 415052.5741 | 41744.601 | 16497.8059 | 273868.1446 | -257370.3387 |
Total P&L (%) | 456.7972 | 415.0526 | 41.7446 | 16.4978 | 273.8681 | -257.3703 |
Avg Daily Profit (%) | 0.2409 | 0.2189 | 0.022 | 0.0081 | 0.0696 | 0 |
Buy And Hold Return (%) | 15.0575 | 15.0575 | 15.0575 | 15.0575 | 15.0575 | 15.0575 |
Max Trade Drawdown | -184166 | -153832 | -76261 | -944285 | -713060 | -335917 |
Profit Factor | 1.2849 | 1.3877 | 1.0783 | 1.0042 | 1.1067 | 0.8082 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 223 | 99 | 124 | 223 | 99 | 124 |
Losing Trades | 245 | 135 | 110 | 245 | 135 | 110 |
Profitability (%) | 47.6496 | 42.3077 | 52.9915 | 47.6496 | 42.3077 | 52.9915 |
Ratio Avg Win / Avg Loss | 1.4116 | 1.8924 | 0.9566 | 1.1033 | 1.5091 | 0.717 |
Largest Winning Trade | 166590 | 166590 | 26523 | 488610 | 488610 | 124121 |
Largest Losing Trade | -41055 | -41055 | -32679 | -188706 | -188706 | -135318 |
Avg Bars in Trades | 47 | 84 | 10 | 47 | 84 | 10 |
Avg Bars in Winners | 51 | 106 | 7 | 51 | 106 | 7 |
Avg Bars in Losers | 43 | 68 | 12 | 43 | 68 | 12 |
Bars Traded | 22166 | 19771 | 2395 | 22166 | 19771 | 2395 |
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 | 341778 | 258885 | -301493 | -532441 | -204464 | -579443 |
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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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