Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501859.4243 | 432122.8298 | 69736.5945 | 217294.5905 | -29451.3211 | 246745.9115 |
Total P&L (%) | 501.8594 | 432.1228 | 69.7366 | 217.2946 | -29.4513 | 246.7459 |
Avg Daily Profit (%) | 0.241 | 0.2075 | 0.0335 | 0.0555 | -0.0168 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140702 | -133124 | -140210 | -596246 | -609605 | -371982 |
Profit Factor | 1.2861 | 1.4692 | 1.0837 | 1.0436 | 0.9892 | 1.1099 |
Total Trades | 470 | 235 | 235 | 470 | 235 | 235 |
Winning Trades | 204 | 99 | 105 | 204 | 99 | 105 |
Losing Trades | 266 | 136 | 130 | 266 | 136 | 130 |
Profitability (%) | 43.4043 | 42.1277 | 44.6809 | 43.4043 | 42.1277 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.677 | 2.0183 | 1.3417 | 1.3608 | 1.3589 | 1.3741 |
Largest Winning Trade | 203832 | 203832 | 40412 | 173547 | 173547 | 138347 |
Largest Losing Trade | -34974 | -34974 | -33308 | -130843 | -118492 | -130843 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 75 | 72 | 77 | 75 | 72 | 77 |
Avg Bars in Losers | 35 | 39 | 30 | 35 | 39 | 30 |
Bars Traded | 24737 | 12568 | 12169 | 24737 | 12568 | 12169 |
Profit Streak | 0 | 0 | 13.785 | 0 | 0 | 13.785 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338018 | 270960 | -277415 | -291507 | -581498 | -213654 |
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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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