Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352675.5113 | 219262.0425 | 133413.4688 | 9722.953 | 223050.7409 | -213327.7879 |
Total P&L (%) | 352.6755 | 219.262 | 133.4135 | 9.723 | 223.0507 | -213.3278 |
Avg Daily Profit (%) | 0.1948 | 0.1211 | 0.0737 | 0.0051 | 0.0648 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182667 | -168989 | -113888 | -1257078 | -965990 | -539227 |
Profit Factor | 1.2124 | 1.246 | 1.1735 | 1.0017 | 1.0782 | 0.9251 |
Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
Winning Trades | 258 | 124 | 134 | 258 | 124 | 134 |
Losing Trades | 266 | 138 | 128 | 266 | 138 | 128 |
Profitability (%) | 49.2366 | 47.3282 | 51.145 | 49.2366 | 47.3282 | 51.145 |
Ratio Avg Win / Avg Loss | 1.25 | 1.3867 | 1.121 | 1.0328 | 1.1999 | 0.8837 |
Largest Winning Trade | 173735 | 173735 | 39486 | 515289 | 515289 | 235848 |
Largest Losing Trade | -37039 | -31743 | -37039 | -484715 | -215966 | -484715 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 21446 | 10295 | 11151 | 21446 | 10295 | 11151 |
Profit Streak | 0 | 0 | 21.0878 | 0 | 0 | 21.0878 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344413 | -31757 | -122648 | -567957 | -241131 | -579262 |
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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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