Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623173.3648 | 463522.7769 | 159650.5879 | 204324.545 | 270091.0556 | -65766.5107 |
Total P&L (%) | 623.1734 | 463.5228 | 159.6506 | 204.3245 | 270.0911 | -65.7665 |
Avg Daily Profit (%) | 0.4232 | 0.3148 | 0.1084 | 0.0756 | 0.0889 | -0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125842 | -101139 | -123422 | -697730 | -384566 | -525879 |
Profit Factor | 1.4355 | 1.6622 | 1.2184 | 1.0408 | 1.1106 | 0.9743 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 188 | 82 | 106 | 188 | 82 | 106 |
Losing Trades | 234 | 129 | 105 | 234 | 129 | 105 |
Profitability (%) | 44.5498 | 38.8626 | 50.237 | 44.5498 | 38.8626 | 50.237 |
Ratio Avg Win / Avg Loss | 1.7867 | 2.6149 | 1.2069 | 1.2955 | 1.7471 | 0.9652 |
Largest Winning Trade | 297546 | 297546 | 35968 | 496718 | 496718 | 111427 |
Largest Losing Trade | -72375 | -30832 | -72375 | -187147 | -131825 | -187147 |
Avg Bars in Trades | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Winners | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 17349 | 7975 | 9374 | 17349 | 7975 | 9374 |
Profit Streak | 0 | 0 | 8.8981 | 0 | 0 | 8.8981 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433970 | 286859 | -47403 | -267534 | -175814 | -579529 |
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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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