Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518721.4913 | 464338.4772 | 54383.0141 | 61452.2125 | -6491.6879 | 67943.9004 |
Total P&L (%) | 518.7215 | 464.3385 | 54.383 | 61.4522 | -6.4917 | 67.9439 |
Avg Daily Profit (%) | 0.2239 | 0.2004 | 0.0235 | 0.0207 | -0.0029 | 0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183380 | -144382 | -229331 | -440095 | -291631 | -347774 |
Profit Factor | 1.2812 | 1.5133 | 1.0579 | 1.025 | 0.9949 | 1.0572 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 179 | 84 | 95 | 179 | 84 | 95 |
Losing Trades | 250 | 130 | 120 | 250 | 130 | 120 |
Profitability (%) | 41.7249 | 39.2523 | 44.186 | 41.7249 | 39.2523 | 44.186 |
Ratio Avg Win / Avg Loss | 1.7894 | 2.342 | 1.3363 | 1.4316 | 1.5397 | 1.3355 |
Largest Winning Trade | 200200 | 200200 | 50174 | 179913 | 179913 | 83915 |
Largest Losing Trade | -33588 | -29071 | -33588 | -76105 | -67935 | -76105 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 32 | 29 | 34 | 32 | 29 | 34 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 9223 | 4139 | 5084 | 9223 | 4139 | 5084 |
Profit Streak | 0 | 17.5704 | 0 | 0 | 17.5704 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310481 | 282701 | -320830 | -359507 | -580270 | -322073 |
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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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