Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594476.6891 | 523911.7303 | 70564.9589 | -75333.7927 | 183110.9104 | -258444.7031 |
Total P&L (%) | 594.4767 | 523.9117 | 70.565 | -75.3338 | 183.1109 | -258.4447 |
Avg Daily Profit (%) | 0.4024 | 0.3547 | 0.0478 | -0.0947 | 0.0705 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187174 | -154387 | -124958 | -817749 | -877871 | -666883 |
Profit Factor | 1.3306 | 1.534 | 1.0864 | 0.9861 | 1.0635 | 0.8984 |
Total Trades | 470 | 235 | 235 | 470 | 235 | 235 |
Winning Trades | 268 | 123 | 145 | 268 | 123 | 145 |
Losing Trades | 202 | 112 | 90 | 202 | 112 | 90 |
Profitability (%) | 57.0213 | 52.3404 | 61.7021 | 57.0213 | 52.3404 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.0029 | 1.3968 | 0.6743 | 0.7433 | 0.9684 | 0.5576 |
Largest Winning Trade | 489512 | 489512 | 39754 | 601545 | 601545 | 143995 |
Largest Losing Trade | -79903 | -28831 | -79903 | -452355 | -221408 | -452355 |
Avg Bars in Trades | 12 | 15 | 9 | 12 | 15 | 9 |
Avg Bars in Winners | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 5862 | 3553 | 2309 | 5862 | 3553 | 2309 |
Profit Streak | 0 | 0 | 19.6985 | 0 | 0 | 19.6985 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492587 | 436628 | -253267 | -577133 | -249884 | -577752 |
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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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