Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357553.5605 | 308268.6082 | 49284.9524 | -17276.2087 | -164455.3643 | 147179.1556 |
Total P&L (%) | 357.5536 | 308.2686 | 49.285 | -17.2762 | -164.4554 | 147.1792 |
Avg Daily Profit (%) | 0.1559 | 0.1344 | 0.0215 | -0.0083 | 0 | 0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163055 | -185317 | -96919 | -830863 | -844284 | -138109 |
Profit Factor | 1.22 | 1.3103 | 1.078 | 0.9951 | 0.9313 | 1.1273 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Losing Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Profitability (%) | 60.5727 | 60.3524 | 60.793 | 60.5727 | 60.3524 | 60.793 |
Ratio Avg Win / Avg Loss | 0.7941 | 0.8608 | 0.6952 | 0.6477 | 0.6118 | 0.727 |
Largest Winning Trade | 65153 | 65153 | 18560 | 299753 | 299753 | 77069 |
Largest Losing Trade | -66096 | -66096 | -30353 | -368806 | -368806 | -96745 |
Avg Bars in Trades | 29 | 45 | 13 | 29 | 45 | 13 |
Avg Bars in Winners | 21 | 30 | 12 | 21 | 30 | 12 |
Avg Bars in Losers | 41 | 68 | 14 | 41 | 68 | 14 |
Bars Traded | 13413 | 10353 | 3060 | 13413 | 10353 | 3060 |
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 | 330956 | -13138 | -299686 | -576756 | -578803 | -220038 |
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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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