Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470973.1069 | 447864.8795 | 23108.2274 | 52900.3488 | 218625.1641 | -165724.8153 |
Total P&L (%) | 470.9731 | 447.8649 | 23.1082 | 52.9003 | 218.6252 | -165.7248 |
Avg Daily Profit (%) | 0.2911 | 0.2768 | 0.0143 | 0.0262 | 0.0716 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191585 | -180305 | -176615 | -1051310 | -1141431 | -681839 |
Profit Factor | 1.3434 | 1.6938 | 1.0318 | 1.0108 | 1.085 | 0.9283 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 219 | 108 | 111 | 219 | 108 | 111 |
Losing Trades | 229 | 116 | 113 | 229 | 116 | 113 |
Profitability (%) | 48.8839 | 48.2143 | 49.5536 | 48.8839 | 48.2143 | 49.5536 |
Ratio Avg Win / Avg Loss | 1.4047 | 1.8192 | 1.0504 | 1.057 | 1.1653 | 0.9451 |
Largest Winning Trade | 132307 | 132307 | 68160 | 483372 | 483372 | 410784 |
Largest Losing Trade | -75961 | -46066 | -75961 | -514763 | -514763 | -267693 |
Avg Bars in Trades | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Winners | 49 | 52 | 47 | 49 | 52 | 47 |
Avg Bars in Losers | 35 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 18984 | 9714 | 9270 | 18984 | 9714 | 9270 |
Profit Streak | 0 | 0 | 498.2828 | 0 | 0 | 498.2828 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383610 | 410726 | -362319 | -365660 | -224426 | -578998 |
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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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