Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475638.7295 | 378055.3873 | 97583.3422 | 118117.8015 | -41737.2105 | 159855.012 |
Total P&L (%) | 475.6387 | 378.0554 | 97.5833 | 118.1178 | -41.7372 | 159.855 |
Avg Daily Profit (%) | 0.2284 | 0.1815 | 0.0469 | 0.0375 | -0.0259 | 0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115142 | -114137 | -85199 | -419937 | -519051 | -288731 |
Profit Factor | 1.3363 | 1.4249 | 1.186 | 1.0311 | 0.9827 | 1.1152 |
Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
Winning Trades | 224 | 98 | 126 | 224 | 98 | 126 |
Losing Trades | 237 | 133 | 104 | 237 | 133 | 104 |
Profitability (%) | 48.59 | 42.4242 | 54.7826 | 48.59 | 42.4242 | 54.7826 |
Ratio Avg Win / Avg Loss | 1.4138 | 1.9338 | 0.9789 | 1.091 | 1.3336 | 0.9205 |
Largest Winning Trade | 147728 | 147728 | 39269 | 172469 | 172469 | 87617 |
Largest Losing Trade | -53383 | -53383 | -37403 | -143044 | -143044 | -141337 |
Avg Bars in Trades | 53 | 79 | 27 | 53 | 79 | 27 |
Avg Bars in Winners | 62 | 104 | 29 | 62 | 104 | 29 |
Avg Bars in Losers | 45 | 61 | 24 | 45 | 61 | 24 |
Bars Traded | 24713 | 18443 | 6270 | 24713 | 18443 | 6270 |
Profit Streak | 0 | 0 | 15.8862 | 0 | 0 | 15.8862 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361093 | 256640 | -145325 | -327288 | -581404 | -224466 |
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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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