Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471638.9706 | 412389.9639 | 59249.0067 | 187013.7758 | 1052773.4114 | -865759.6355 |
Total P&L (%) | 471.639 | 412.39 | 59.249 | 187.0138 | 1052.7734 | -865.7596 |
Avg Daily Profit (%) | 0.252 | 0.2204 | 0.0317 | 0.0564 | 0.1307 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167892 | -140609 | -106426 | -2996840 | -1320200 | -2093543 |
Profit Factor | 1.3091 | 1.5732 | 1.0735 | 1.0157 | 1.2026 | 0.8711 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 214 | 97 | 117 | 214 | 97 | 117 |
Losing Trades | 262 | 141 | 121 | 262 | 141 | 121 |
Profitability (%) | 44.958 | 40.7563 | 49.1597 | 44.958 | 40.7563 | 49.1597 |
Ratio Avg Win / Avg Loss | 1.6027 | 2.2868 | 1.1102 | 1.2435 | 1.7482 | 0.9008 |
Largest Winning Trade | 131734 | 131734 | 38299 | 621603 | 621603 | 407011 |
Largest Losing Trade | -45762 | -32941 | -45762 | -1010675 | -287558 | -1010675 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 3729 | 1833 | 1896 | 3729 | 1833 | 1896 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364340 | 289159 | -290388 | -320117 | -20128 | -580137 |
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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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