Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541741.423 | 445497.5388 | 96243.8842 | 586727.559 | 1714802.3887 | -1128074.8297 |
Total P&L (%) | 541.7414 | 445.4975 | 96.2439 | 586.7276 | 1714.8024 | -1128.0748 |
Avg Daily Profit (%) | 0.2891 | 0.2378 | 0.0514 | 0.1029 | 0.1548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4679249 | -2608418 | -2911324 |
Profit Factor | 1.3695 | 1.5775 | 1.1386 | 1.0259 | 1.1551 | 0.9025 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 178 | 77 | 101 | 178 | 77 | 101 |
Losing Trades | 278 | 151 | 127 | 278 | 151 | 127 |
Profitability (%) | 39.0351 | 33.7719 | 44.2982 | 39.0351 | 33.7719 | 44.2982 |
Ratio Avg Win / Avg Loss | 2.1389 | 3.0935 | 1.4316 | 1.6023 | 2.2651 | 1.1349 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1476843 | 1476843 | 1026483 |
Largest Losing Trade | -25903 | -19975 | -25903 | -750753 | -615409 | -750753 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5598 | 2606 | 2992 | 5598 | 2606 | 2992 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317380 | 195801 | -193737 | -247709 | -46591 | -580413 |
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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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