Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246737.8466 | 161963.0504 | 84774.7962 | 478485.733 | 464614.0056 | 13871.7274 |
Total P&L (%) | 246.7378 | 161.9631 | 84.7748 | 478.4857 | 464.614 | 13.8717 |
Avg Daily Profit (%) | 0.4737 | 0.311 | 0.1628 | 0.3376 | 0.3329 | 0.0249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66056 | -26748 | -48722 | -493778 | -174096 | -380604 |
Profit Factor | 1.5015 | 1.7391 | 1.3107 | 1.2149 | 1.4957 | 1.0108 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 191 | 91 | 100 | 191 | 91 | 100 |
Losing Trades | 217 | 113 | 104 | 217 | 113 | 104 |
Profitability (%) | 46.8137 | 44.6078 | 49.0196 | 46.8137 | 44.6078 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.7059 | 2.1595 | 1.3631 | 1.3803 | 1.8573 | 1.0512 |
Largest Winning Trade | 52989 | 52989 | 28715 | 261026 | 261026 | 148809 |
Largest Losing Trade | -24250 | -8456 | -24250 | -101247 | -54102 | -101247 |
Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
Avg Bars in Winners | 89 | 87 | 92 | 89 | 87 | 92 |
Avg Bars in Losers | 34 | 25 | 44 | 34 | 25 | 44 |
Bars Traded | 24656 | 10862 | 13794 | 24656 | 10862 | 13794 |
Profit Streak | 0 | 11.8051 | 0 | 0 | 11.8051 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457620 | 372224 | 252512 | 312687 | 346371 | -413995 |
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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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