Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423440.6235 | 392825.5051 | 30615.1184 | 9109.6585 | 724115.6737 | -715006.0151 |
Total P&L (%) | 423.4406 | 392.8255 | 30.6151 | 9.1097 | 724.1157 | -715.006 |
Avg Daily Profit (%) | 0.2033 | 0.1886 | 0.0147 | 0.0042 | 0.1013 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226144 | -181887 | -78465 | -1626970 | -916811 | -912969 |
Profit Factor | 1.2861 | 1.4367 | 1.0528 | 1.0017 | 1.2417 | 0.6904 |
Total Trades | 473 | 236 | 237 | 473 | 236 | 237 |
Winning Trades | 212 | 97 | 115 | 212 | 97 | 115 |
Losing Trades | 261 | 139 | 122 | 261 | 139 | 122 |
Profitability (%) | 44.8203 | 41.1017 | 48.5232 | 44.8203 | 41.1017 | 48.5232 |
Ratio Avg Win / Avg Loss | 1.5834 | 2.0587 | 1.1168 | 1.2332 | 1.7794 | 0.7325 |
Largest Winning Trade | 194884 | 194884 | 26497 | 1052585 | 1052585 | 107035 |
Largest Losing Trade | -44808 | -37675 | -44808 | -582934 | -419182 | -582934 |
Avg Bars in Trades | 52 | 89 | 14 | 52 | 89 | 14 |
Avg Bars in Winners | 63 | 122 | 13 | 63 | 122 | 13 |
Avg Bars in Losers | 43 | 67 | 15 | 43 | 67 | 15 |
Bars Traded | 24659 | 21175 | 3484 | 24659 | 21175 | 3484 |
Profit Streak | 0 | 8.9722 | 0 | 0 | 8.9722 | 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 | 331798 | 267867 | -338378 | -571185 | -58610 | -580389 |
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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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