Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457940.6833 | 426274.0121 | 31666.6712 | 13719.1443 | 234289.6036 | -220570.4593 |
Total P&L (%) | 457.9407 | 426.274 | 31.6667 | 13.7191 | 234.2896 | -220.5705 |
Avg Daily Profit (%) | 0.2453 | 0.2283 | 0.017 | 0.0069 | 0.0647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144919 | -137198 | -145248 | -312739 | -146541 | -308022 |
Profit Factor | 1.2715 | 1.5347 | 1.0356 | 1.0078 | 1.2901 | 0.7661 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 190 | 89 | 101 | 190 | 89 | 101 |
Losing Trades | 232 | 122 | 110 | 232 | 122 | 110 |
Profitability (%) | 45.0237 | 42.1801 | 47.8673 | 45.0237 | 42.1801 | 47.8673 |
Ratio Avg Win / Avg Loss | 1.5526 | 2.1037 | 1.1279 | 1.2306 | 1.7684 | 0.8344 |
Largest Winning Trade | 122539 | 122539 | 54152 | 184374 | 184374 | 40608 |
Largest Losing Trade | -50028 | -26147 | -50028 | -86001 | -45313 | -86001 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 70 | 67 | 74 | 70 | 67 | 74 |
Avg Bars in Losers | 36 | 36 | 37 | 36 | 36 | 37 |
Bars Traded | 22054 | 10394 | 11660 | 22054 | 10394 | 11660 |
Profit Streak | 0 | 0 | 18.8019 | 0 | 0 | 18.8019 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334784 | 287994 | -354225 | -445333 | -107952 | -580497 |
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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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