Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393013.6335 | 292865.4785 | 100148.1551 | 52423.2618 | 247774.5403 | -195351.2785 |
Total P&L (%) | 393.0136 | 292.8655 | 100.1482 | 52.4233 | 247.7745 | -195.3513 |
Avg Daily Profit (%) | 0.2067 | 0.154 | 0.0527 | 0.0222 | 0.0656 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156940 | -141250 | -242236 | -260371 | -110349 | -429713 |
Profit Factor | 1.2391 | 1.4214 | 1.1056 | 1.0331 | 1.4186 | 0.8031 |
Total Trades | 483 | 242 | 241 | 483 | 242 | 241 |
Winning Trades | 257 | 123 | 134 | 257 | 123 | 134 |
Losing Trades | 226 | 119 | 107 | 226 | 119 | 107 |
Profitability (%) | 53.2091 | 50.8264 | 55.6017 | 53.2091 | 50.8264 | 55.6017 |
Ratio Avg Win / Avg Loss | 1.0897 | 1.3752 | 0.8828 | 0.9085 | 1.3725 | 0.6413 |
Largest Winning Trade | 49406 | 46747 | 49406 | 71559 | 71559 | 38675 |
Largest Losing Trade | -62813 | -29151 | -62813 | -105252 | -36973 | -105252 |
Avg Bars in Trades | 23 | 18 | 27 | 23 | 18 | 27 |
Avg Bars in Winners | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 11212 | 4568 | 6644 | 11212 | 4568 | 6644 |
Profit Streak | 0 | 0 | 492.336 | 0 | 0 | 492.336 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381897 | 329380 | -226315 | -346992 | -103468 | -578484 |
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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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