Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670528.7808 | 568218.3861 | 102310.3948 | 393994.007 | -908320.0391 | 1302314.0461 |
Total P&L (%) | 670.5288 | 568.2184 | 102.3104 | 393.994 | -908.32 | 1302.314 |
Avg Daily Profit (%) | 0.2766 | 0.2344 | 0.0422 | 0.0659 | 0 | 0.109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216424 | -147458 | -89714 | -5861489 | -4638830 | -1993625 |
Profit Factor | 1.5125 | 1.6876 | 1.2123 | 1.0152 | 0.9472 | 1.1492 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 133 | 60 | 73 | 133 | 60 | 73 |
Losing Trades | 212 | 112 | 100 | 212 | 112 | 100 |
Profitability (%) | 38.5507 | 34.8837 | 42.1965 | 38.5507 | 34.8837 | 42.1965 |
Ratio Avg Win / Avg Loss | 2.4109 | 3.1502 | 1.6607 | 1.6182 | 1.7681 | 1.5743 |
Largest Winning Trade | 268066 | 268066 | 34288 | 2792811 | 2792811 | 799150 |
Largest Losing Trade | -23130 | -21463 | -23130 | -913754 | -913754 | -711140 |
Avg Bars in Trades | 40 | 53 | 28 | 40 | 53 | 28 |
Avg Bars in Winners | 63 | 87 | 42 | 63 | 87 | 42 |
Avg Bars in Losers | 27 | 35 | 17 | 27 | 35 | 17 |
Bars Traded | 14126 | 9254 | 4872 | 14126 | 9254 | 4872 |
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 | 307349 | 215853 | -138281 | -310272 | -583533 | -104765 |
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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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