Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571916.7315 | 451289.4732 | 120627.2583 | 864202.9883 | 1040861.4571 | -176658.4688 |
Total P&L (%) | 571.9167 | 451.2895 | 120.6273 | 864.203 | 1040.8615 | -176.6585 |
Avg Daily Profit (%) | 0.309 | 0.2438 | 0.0652 | 0.1225 | 0.1316 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147514 | -137877 | -145026 | -2415826 | -1574374 | -1453909 |
Profit Factor | 1.3646 | 1.5982 | 1.1481 | 1.058 | 1.1389 | 0.9762 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Losing Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Profitability (%) | 41.6856 | 41.5525 | 41.8182 | 41.6856 | 41.5525 | 41.8182 |
Ratio Avg Win / Avg Loss | 1.9089 | 2.2481 | 1.5974 | 1.48 | 1.602 | 1.3582 |
Largest Winning Trade | 149435 | 149435 | 38546 | 1401929 | 1401929 | 459977 |
Largest Losing Trade | -42209 | -34480 | -42209 | -570052 | -570052 | -457222 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5547 | 2629 | 2918 | 5547 | 2629 | 2918 |
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 | 356310 | 309471 | -164721 | -186470 | -85946 | -581419 |
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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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