Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364722.3097 | 282405.1226 | 82317.1871 | 56427.9186 | -162689.2391 | 219117.1577 |
Total P&L (%) | 364.7223 | 282.4051 | 82.3172 | 56.4279 | -162.6892 | 219.1172 |
Avg Daily Profit (%) | 0.1902 | 0.1473 | 0.0429 | 0.0233 | 0 | 0.0605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140179 | -97037 | -100924 | -463116 | -326194 | -185326 |
Profit Factor | 1.2255 | 1.3295 | 1.1083 | 1.0161 | 0.9162 | 1.1395 |
Total Trades | 535 | 268 | 267 | 535 | 268 | 267 |
Winning Trades | 267 | 127 | 140 | 267 | 127 | 140 |
Losing Trades | 268 | 141 | 127 | 268 | 141 | 127 |
Profitability (%) | 49.9065 | 47.3881 | 52.4345 | 49.9065 | 47.3881 | 52.4345 |
Ratio Avg Win / Avg Loss | 1.2301 | 1.476 | 1.0054 | 1.0199 | 1.0172 | 1.0337 |
Largest Winning Trade | 119059 | 119059 | 43354 | 205133 | 205133 | 161798 |
Largest Losing Trade | -47200 | -31539 | -47200 | -130552 | -111576 | -130552 |
Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 11231 | 5987 | 5244 | 11231 | 5987 | 5244 |
Profit Streak | 0 | 0 | 7.3378 | 0 | 0 | 7.3378 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367303 | 141727 | -234881 | -362408 | -579002 | -177016 |
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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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