Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464795.8559 | 375892.4536 | 88903.4023 | 461089.8183 | 1477743.6292 | -1016653.8109 |
Total P&L (%) | 464.7959 | 375.8925 | 88.9034 | 461.0898 | 1477.7436 | -1016.6538 |
Avg Daily Profit (%) | 0.1859 | 0.1504 | 0.0356 | 0.069 | 0.1104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163328 | -92506 | -123311 | -3712117 | -1629129 | -2970928 |
Profit Factor | 1.3055 | 1.4671 | 1.124 | 1.0221 | 1.135 | 0.8978 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 186 | 92 | 94 | 186 | 92 | 94 |
Losing Trades | 235 | 119 | 116 | 235 | 119 | 116 |
Profitability (%) | 44.1805 | 43.6019 | 44.7619 | 44.1805 | 43.6019 | 44.7619 |
Ratio Avg Win / Avg Loss | 1.6494 | 1.8977 | 1.3871 | 1.2913 | 1.4681 | 1.108 |
Largest Winning Trade | 78611 | 78611 | 44212 | 1298076 | 1298076 | 519986 |
Largest Losing Trade | -32281 | -29193 | -32281 | -578869 | -539595 | -578869 |
Avg Bars in Trades | 11 | 13 | 9 | 11 | 13 | 9 |
Avg Bars in Winners | 15 | 18 | 12 | 15 | 18 | 12 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 4871 | 2869 | 2002 | 4871 | 2869 | 2002 |
Profit Streak | 0 | 0 | 38.0318 | 0 | 0 | 38.0318 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321991 | 279062 | -229747 | -296830 | -118870 | -579338 |
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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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