Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521499.9137 | 334874.5526 | 186625.3611 | 293634.8658 | -417830.5962 | 711465.462 |
Total P&L (%) | 521.4999 | 334.8746 | 186.6254 | 293.6349 | -417.8306 | 711.4655 |
Avg Daily Profit (%) | 0.289 | 0.1856 | 0.1034 | 0.076 | 0 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119373 | -103134 | -62785 | -1546151 | -1380447 | -659585 |
Profit Factor | 1.4424 | 1.5526 | 1.3258 | 1.0291 | 0.917 | 1.1412 |
Total Trades | 435 | 218 | 217 | 435 | 218 | 217 |
Winning Trades | 178 | 79 | 99 | 178 | 79 | 99 |
Losing Trades | 257 | 139 | 118 | 257 | 139 | 118 |
Profitability (%) | 40.9195 | 36.2385 | 45.6221 | 40.9195 | 36.2385 | 45.6221 |
Ratio Avg Win / Avg Loss | 2.0825 | 2.7319 | 1.5802 | 1.4859 | 1.6135 | 1.3602 |
Largest Winning Trade | 315251 | 315251 | 56902 | 490589 | 490589 | 365437 |
Largest Losing Trade | -28646 | -23263 | -28646 | -332683 | -227654 | -332683 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 75 | 65 | 83 | 75 | 65 | 83 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 21472 | 9040 | 12432 | 21472 | 9040 | 12432 |
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 | 345809 | 196936 | -54680 | -281244 | -582766 | -103937 |
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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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