Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482823.9763 | 422948.9182 | 59875.0581 | 4971.6983 | -15654.2088 | 20625.9071 |
Total P&L (%) | 482.824 | 422.9489 | 59.8751 | 4.9717 | -15.6542 | 20.6259 |
Avg Daily Profit (%) | 0.2442 | 0.2139 | 0.0303 | 0.0025 | -0.0086 | 0.0095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155264 | -122751 | -236932 | -96604 | -63463 | -80307 |
Profit Factor | 1.2594 | 1.4705 | 1.0622 | 1.0061 | 0.9624 | 1.0522 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 197 | 95 | 102 | 197 | 95 | 102 |
Losing Trades | 249 | 128 | 121 | 249 | 128 | 121 |
Profitability (%) | 44.1704 | 42.6009 | 45.7399 | 44.1704 | 42.6009 | 45.7399 |
Ratio Avg Win / Avg Loss | 1.5918 | 1.9813 | 1.2601 | 1.2717 | 1.2967 | 1.2482 |
Largest Winning Trade | 92976 | 92976 | 58479 | 31046 | 23521 | 31046 |
Largest Losing Trade | -81478 | -44221 | -81478 | -29663 | -27340 | -29663 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 16 | 14 | 19 | 16 | 14 | 19 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5833 | 2610 | 3223 | 5833 | 2610 | 3223 |
Profit Streak | 0 | 0 | 497.0776 | 0 | 0 | 497.0776 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334348 | 287598 | -305381 | -568754 | -581099 | -349922 |
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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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