Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613902.881 | 443898.6149 | 170004.2661 | 342087.4325 | 437398.3366 | -95310.9041 |
Total P&L (%) | 613.9029 | 443.8986 | 170.0043 | 342.0874 | 437.3983 | -95.3109 |
Avg Daily Profit (%) | 0.4151 | 0.3001 | 0.1149 | 0.1005 | 0.1138 | -0.2067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108818 | -112964 | -94068 | -853099 | -845401 | -316715 |
Profit Factor | 1.413 | 1.603 | 1.2266 | 1.0696 | 1.1786 | 0.9614 |
Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
Winning Trades | 167 | 73 | 94 | 167 | 73 | 94 |
Losing Trades | 295 | 158 | 137 | 295 | 158 | 137 |
Profitability (%) | 36.1472 | 31.6017 | 40.6926 | 36.1472 | 31.6017 | 40.6926 |
Ratio Avg Win / Avg Loss | 2.496 | 3.4694 | 1.7877 | 1.8893 | 2.5509 | 1.4012 |
Largest Winning Trade | 310893 | 310893 | 41473 | 445609 | 445609 | 224752 |
Largest Losing Trade | -54905 | -21787 | -54905 | -245715 | -245715 | -147202 |
Avg Bars in Trades | 6 | 5 | 7 | 6 | 5 | 7 |
Avg Bars in Winners | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Losers | 3 | 3 | 4 | 3 | 3 | 4 |
Bars Traded | 2943 | 1308 | 1635 | 2943 | 1308 | 1635 |
Profit Streak | 0 | 0 | 13.2901 | 0 | 0 | 13.2901 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326398 | 190335 | -40883 | -204339 | -70324 | -581194 |
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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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