Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412779.6806 | 346172.9284 | 66606.7522 | 58417.8857 | 1577088.5965 | -1518670.7107 |
Total P&L (%) | 412.7797 | 346.1729 | 66.6068 | 58.4179 | 1577.0886 | -1518.6707 |
Avg Daily Profit (%) | 0.2332 | 0.1956 | 0.0376 | 0.026 | 0.1594 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212915 | -159510 | -147934 | -4193638 | -1985775 | -2687141 |
Profit Factor | 1.2293 | 1.3885 | 1.0733 | 1.0048 | 1.3077 | 0.7872 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 314 | 162 | 152 | 314 | 162 | 152 |
Losing Trades | 170 | 80 | 90 | 170 | 80 | 90 |
Profitability (%) | 64.876 | 66.9421 | 62.8099 | 64.876 | 66.9421 | 62.8099 |
Ratio Avg Win / Avg Loss | 0.6655 | 0.6857 | 0.6355 | 0.544 | 0.6458 | 0.4661 |
Largest Winning Trade | 34492 | 34492 | 23048 | 784711 | 784711 | 506976 |
Largest Losing Trade | -51610 | -51610 | -45692 | -1531002 | -689492 | -1531002 |
Avg Bars in Trades | 43 | 49 | 36 | 43 | 49 | 36 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 70 | 93 | 50 | 70 | 93 | 50 |
Bars Traded | 20939 | 12062 | 8877 | 20939 | 12062 | 8877 |
Profit Streak | 0 | 16.8656 | 0 | 0 | 16.8656 | 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 | 372527 | 378585 | -282073 | -371409 | 364692 | -578406 |
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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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