Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570074.0244 | 473604.8813 | 96469.143 | 768039.6416 | 1223935.1459 | -455895.5043 |
Total P&L (%) | 570.074 | 473.6049 | 96.4691 | 768.0396 | 1223.9351 | -455.8955 |
Avg Daily Profit (%) | 0.3083 | 0.2561 | 0.0522 | 0.1169 | 0.1398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152808 | -127230 | -163832 | -2310367 | -1238058 | -1364679 |
Profit Factor | 1.3454 | 1.5984 | 1.1123 | 1.062 | 1.1951 | 0.9255 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Losing Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Profitability (%) | 41.9214 | 41.9214 | 41.9214 | 41.9214 | 41.9214 | 41.9214 |
Ratio Avg Win / Avg Loss | 1.8639 | 2.2144 | 1.541 | 1.4713 | 1.6557 | 1.2823 |
Largest Winning Trade | 135798 | 135798 | 47332 | 1324533 | 1324533 | 391825 |
Largest Losing Trade | -42209 | -37749 | -42209 | -566621 | -566621 | -394406 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5492 | 2591 | 2901 | 5492 | 2591 | 2901 |
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 | 358738 | 320322 | -221380 | -189334 | -13036 | -581332 |
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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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