Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427690.1548 | 330587.7075 | 97102.4473 | 62543.8445 | -375577.8011 | 438121.6456 |
Total P&L (%) | 427.6902 | 330.5877 | 97.1024 | 62.5438 | -375.5778 | 438.1216 |
Avg Daily Profit (%) | 0.2446 | 0.1891 | 0.0555 | 0.0278 | 0 | 0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119533 | -123012 | -127911 | -883328 | -902381 | -534899 |
Profit Factor | 1.2963 | 1.4561 | 1.1351 | 1.0103 | 0.8795 | 1.1493 |
Total Trades | 453 | 227 | 226 | 453 | 227 | 226 |
Winning Trades | 214 | 100 | 114 | 214 | 100 | 114 |
Losing Trades | 239 | 127 | 112 | 239 | 127 | 112 |
Profitability (%) | 47.2406 | 44.0529 | 50.4425 | 47.2406 | 44.0529 | 50.4425 |
Ratio Avg Win / Avg Loss | 1.4477 | 1.8492 | 1.1152 | 1.1284 | 1.117 | 1.1292 |
Largest Winning Trade | 257922 | 257922 | 47710 | 326575 | 286854 | 326575 |
Largest Losing Trade | -39868 | -39868 | -36956 | -224211 | -224211 | -207584 |
Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
Avg Bars in Winners | 56 | 44 | 68 | 56 | 44 | 68 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 20753 | 8947 | 11806 | 20753 | 8947 | 11806 |
Profit Streak | 0 | 0 | 12.0406 | 0 | 0 | 12.0406 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336890 | 287865 | -189361 | -364115 | -580791 | -119364 |
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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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