Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470263.3819 | 397779.9942 | 72483.3877 | 172933.1754 | 455208.5988 | -282275.4234 |
Total P&L (%) | 470.2634 | 397.78 | 72.4834 | 172.9332 | 455.2086 | -282.2754 |
Avg Daily Profit (%) | 0.2257 | 0.1909 | 0.0348 | 0.0482 | 0.0823 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156150 | -111532 | -91309 | -656287 | -333836 | -441954 |
Profit Factor | 1.3851 | 1.6914 | 1.1122 | 1.0446 | 1.2728 | 0.8722 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 216 | 109 | 107 | 216 | 109 | 107 |
Losing Trades | 244 | 121 | 123 | 244 | 121 | 123 |
Profitability (%) | 46.9565 | 47.3913 | 46.5217 | 46.9565 | 47.3913 | 46.5217 |
Ratio Avg Win / Avg Loss | 1.5646 | 1.8776 | 1.2785 | 1.18 | 1.4129 | 1.0026 |
Largest Winning Trade | 229293 | 229293 | 48417 | 329488 | 329488 | 165747 |
Largest Losing Trade | -45438 | -20738 | -45438 | -340928 | -73852 | -340928 |
Avg Bars in Trades | 53 | 53 | 52 | 53 | 53 | 52 |
Avg Bars in Winners | 69 | 66 | 73 | 69 | 66 | 73 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 24541 | 12412 | 12129 | 24541 | 12412 | 12129 |
Profit Streak | 0 | 0 | 20.1656 | 0 | 0 | 20.1656 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387944 | 373744 | -243654 | -298774 | -83503 | -579260 |
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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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