Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617294.5792 | 609335.0396 | 7959.5396 | -39449.7351 | 63154.7377 | -102604.4728 |
Total P&L (%) | 617.2946 | 609.335 | 7.9595 | -39.4497 | 63.1547 | -102.6045 |
Avg Daily Profit (%) | 0.267 | 0.2635 | 0.0034 | -0.0217 | 0.0212 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244027 | -170032 | -203531 | -928186 | -731444 | -449213 |
Profit Factor | 1.3007 | 1.5685 | 1.0081 | 0.9909 | 1.0251 | 0.9435 |
Total Trades | 453 | 227 | 226 | 453 | 227 | 226 |
Winning Trades | 207 | 98 | 109 | 207 | 98 | 109 |
Losing Trades | 246 | 129 | 117 | 246 | 129 | 117 |
Profitability (%) | 45.6954 | 43.1718 | 48.2301 | 45.6954 | 43.1718 | 48.2301 |
Ratio Avg Win / Avg Loss | 1.5457 | 2.0646 | 1.0821 | 1.1776 | 1.3493 | 1.0127 |
Largest Winning Trade | 277798 | 277798 | 44897 | 439519 | 439519 | 88901 |
Largest Losing Trade | -36052 | -36052 | -35563 | -145896 | -145896 | -138637 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 13772 | 6664 | 7108 | 13772 | 6664 | 7108 |
Profit Streak | 0 | 0 | 8.3747 | 0 | 0 | 8.3747 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378095 | 348157 | -564986 | -578417 | -359720 | -578500 |
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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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