Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215476.181 | 128816.2686 | 86659.9124 | 98692.7048 | -31492.0436 | 130184.7484 |
Total P&L (%) | 215.4762 | 128.8163 | 86.6599 | 98.6927 | -31.492 | 130.1847 |
Avg Daily Profit (%) | 0.2069 | 0.1237 | 0.0832 | 0.0659 | -0.0363 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110930 | -98878 | -39244 | -456495 | -426743 | -160090 |
Profit Factor | 1.2471 | 1.2804 | 1.21 | 1.0409 | 0.9758 | 1.1172 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 221 | 101 | 120 | 221 | 101 | 120 |
Losing Trades | 223 | 121 | 102 | 223 | 121 | 102 |
Profitability (%) | 49.7748 | 45.4955 | 54.0541 | 49.7748 | 45.4955 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.2583 | 1.5339 | 1.0285 | 1.0503 | 1.169 | 0.9496 |
Largest Winning Trade | 163342 | 163342 | 23007 | 142554 | 142554 | 68338 |
Largest Losing Trade | -26969 | -22215 | -26969 | -131299 | -131299 | -54742 |
Avg Bars in Trades | 55 | 48 | 62 | 55 | 48 | 62 |
Avg Bars in Winners | 52 | 40 | 62 | 52 | 40 | 62 |
Avg Bars in Losers | 59 | 55 | 62 | 59 | 55 | 62 |
Bars Traded | 24695 | 10811 | 13884 | 24695 | 10811 | 13884 |
Profit Streak | 0 | 0 | 9.9301 | 0 | 0 | 9.9301 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348227 | -27992 | -80112 | -278176 | -580256 | -177118 |
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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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