Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349944.3226 | 223954.198 | 125990.1246 | 934738.5778 | 876528.3727 | 58210.2052 |
Total P&L (%) | 349.9443 | 223.9542 | 125.9901 | 934.7386 | 876.5284 | 58.2102 |
Avg Daily Profit (%) | 0.336 | 0.215 | 0.121 | 0.2246 | 0.219 | 0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55762 | -65769 | -50517 | -835722 | -307607 | -671991 |
Profit Factor | 1.4245 | 1.5766 | 1.289 | 1.2296 | 1.4881 | 1.0256 |
Total Trades | 435 | 217 | 218 | 435 | 217 | 218 |
Winning Trades | 166 | 79 | 87 | 166 | 79 | 87 |
Losing Trades | 269 | 138 | 131 | 269 | 138 | 131 |
Profitability (%) | 38.1609 | 36.4055 | 39.9083 | 38.1609 | 36.4055 | 39.9083 |
Ratio Avg Win / Avg Loss | 2.3084 | 2.7541 | 1.9409 | 1.9926 | 2.5994 | 1.5443 |
Largest Winning Trade | 60420 | 60420 | 28130 | 436499 | 436499 | 313639 |
Largest Losing Trade | -18748 | -10799 | -18748 | -136468 | -136468 | -129032 |
Avg Bars in Trades | 57 | 54 | 59 | 57 | 54 | 59 |
Avg Bars in Winners | 95 | 91 | 98 | 95 | 91 | 98 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 24910 | 11917 | 12993 | 24910 | 11917 | 12993 |
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 | 302705 | 213414 | -33742 | 240567 | 210172 | -329459 |
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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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