Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400943.4497 | 242194.3335 | 158749.1162 | 481957.6396 | 798607.9001 | -316650.2605 |
Total P&L (%) | 400.9435 | 242.1943 | 158.7491 | 481.9576 | 798.6079 | -316.6503 |
Avg Daily Profit (%) | 0.2389 | 0.1443 | 0.0946 | 0.105 | 0.1309 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111184 | -93701 | -82991 | -1546268 | -1038852 | -1419450 |
Profit Factor | 1.3181 | 1.3852 | 1.2514 | 1.062 | 1.2112 | 0.9208 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 214 | 99 | 115 | 214 | 99 | 115 |
Losing Trades | 215 | 116 | 99 | 215 | 116 | 99 |
Profitability (%) | 49.8835 | 46.0465 | 53.7383 | 49.8835 | 46.0465 | 53.7383 |
Ratio Avg Win / Avg Loss | 1.3243 | 1.623 | 1.0773 | 1.0669 | 1.4192 | 0.7927 |
Largest Winning Trade | 81433 | 81433 | 36477 | 442251 | 442251 | 306463 |
Largest Losing Trade | -30541 | -30541 | -30434 | -466025 | -466025 | -430829 |
Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Winners | 52 | 47 | 56 | 52 | 47 | 56 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 19977 | 9117 | 10860 | 19977 | 9117 | 10860 |
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 | 372434 | 13638 | -65834 | -202958 | -19242 | -579728 |
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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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