Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506661.0442 | 374579.7931 | 132081.2511 | 326510.3242 | -37790.651 | 364300.9751 |
Total P&L (%) | 506.661 | 374.5798 | 132.0813 | 326.5103 | -37.7907 | 364.301 |
Avg Daily Profit (%) | 0.291 | 0.2151 | 0.0759 | 0.0833 | -0.0273 | 0.0882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116712 | -104078 | -91412 | -447602 | -483504 | -385606 |
Profit Factor | 1.4177 | 1.5462 | 1.2505 | 1.0833 | 0.9834 | 1.2221 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 201 | 90 | 111 | 201 | 90 | 111 |
Losing Trades | 232 | 127 | 105 | 232 | 127 | 105 |
Profitability (%) | 46.4203 | 41.4747 | 51.3889 | 46.4203 | 41.4747 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.6364 | 2.1819 | 1.183 | 1.2503 | 1.3877 | 1.156 |
Largest Winning Trade | 260295 | 260295 | 54400 | 240077 | 240077 | 210090 |
Largest Losing Trade | -26208 | -26208 | -22487 | -113953 | -113953 | -74726 |
Avg Bars in Trades | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Winners | 67 | 65 | 68 | 67 | 65 | 68 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 20618 | 10209 | 10409 | 20618 | 10209 | 10409 |
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 | 417619 | 277723 | -91134 | -209771 | -581846 | -74828 |
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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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