Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563292.3781 | 496506.359 | 66786.0191 | 420603.2917 | -46112.7847 | 466716.0764 |
Total P&L (%) | 563.2924 | 496.5064 | 66.786 | 420.6033 | -46.1128 | 466.7161 |
Avg Daily Profit (%) | 0.3028 | 0.2669 | 0.0359 | 0.0887 | -0.0332 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105222 | -75674 | -137148 | -1229134 | -860166 | -791390 |
Profit Factor | 1.4865 | 1.948 | 1.1053 | 1.0462 | 0.9891 | 1.096 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 186 | 88 | 98 | 186 | 88 | 98 |
Losing Trades | 298 | 154 | 144 | 298 | 154 | 144 |
Profitability (%) | 38.4298 | 36.3636 | 40.4959 | 38.4298 | 36.3636 | 40.4959 |
Ratio Avg Win / Avg Loss | 2.3817 | 3.409 | 1.6242 | 1.6762 | 1.7309 | 1.6105 |
Largest Winning Trade | 273416 | 273416 | 40623 | 542097 | 542097 | 379037 |
Largest Losing Trade | -23224 | -21374 | -23224 | -360833 | -216500 | -360833 |
Avg Bars in Trades | 45 | 42 | 49 | 45 | 42 | 49 |
Avg Bars in Winners | 78 | 70 | 85 | 78 | 70 | 85 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 22101 | 10164 | 11937 | 22101 | 10164 | 11937 |
Profit Streak | 3.7873 | 0 | 3.8706 | 3.7873 | 0 | 3.8706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319105 | 262812 | -252023 | -245442 | -582592 | -185558 |
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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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