Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313474.0531 | 264781.4973 | 48692.5559 | -69376.9585 | 328207.8436 | -397584.8021 |
Total P&L (%) | 313.4741 | 264.7815 | 48.6926 | -69.377 | 328.2078 | -397.5848 |
Avg Daily Profit (%) | 0.2114 | 0.1785 | 0.0328 | -0.0798 | 0.0981 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182370 | -114057 | -106034 | -519425 | -209976 | -506888 |
Profit Factor | 1.1988 | 1.3893 | 1.0543 | 0.9736 | 1.3418 | 0.7613 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 228 | 109 | 119 | 228 | 109 | 119 |
Losing Trades | 204 | 107 | 97 | 204 | 107 | 97 |
Profitability (%) | 52.7778 | 50.463 | 55.0926 | 52.7778 | 50.463 | 55.0926 |
Ratio Avg Win / Avg Loss | 1.0726 | 1.3638 | 0.8594 | 0.8711 | 1.3172 | 0.6206 |
Largest Winning Trade | 206390 | 206390 | 53814 | 168316 | 168316 | 130809 |
Largest Losing Trade | -63693 | -20614 | -63693 | -241950 | -56536 | -241950 |
Avg Bars in Trades | 40 | 30 | 50 | 40 | 30 | 50 |
Avg Bars in Winners | 38 | 26 | 49 | 38 | 26 | 49 |
Avg Bars in Losers | 43 | 35 | 52 | 43 | 35 | 52 |
Bars Traded | 17540 | 6621 | 10919 | 17540 | 6621 | 10919 |
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 | 303706 | 313282 | -311727 | -578159 | -61002 | -579542 |
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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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