Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506144.4945 | 449304.4677 | 56840.0269 | 171301.6698 | -143539.9462 | 314841.616 |
Total P&L (%) | 506.1445 | 449.3045 | 56.84 | 171.3017 | -143.5399 | 314.8416 |
Avg Daily Profit (%) | 0.2648 | 0.2351 | 0.0297 | 0.0522 | 0 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205371 | -189541 | -67654 | -898300 | -870939 | -267556 |
Profit Factor | 1.4172 | 1.5732 | 1.1324 | 1.0483 | 0.941 | 1.2821 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 141 | 66 | 75 | 141 | 66 | 75 |
Losing Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Profitability (%) | 43.1193 | 40.4908 | 45.7317 | 43.1193 | 40.4908 | 45.7317 |
Ratio Avg Win / Avg Loss | 1.8696 | 2.3121 | 1.3438 | 1.3828 | 1.383 | 1.5214 |
Largest Winning Trade | 151067 | 151067 | 34449 | 334955 | 334955 | 144288 |
Largest Losing Trade | -37407 | -37407 | -26127 | -268725 | -268725 | -94927 |
Avg Bars in Trades | 69 | 118 | 20 | 69 | 118 | 20 |
Avg Bars in Winners | 94 | 173 | 25 | 94 | 173 | 25 |
Avg Bars in Losers | 50 | 80 | 17 | 50 | 80 | 17 |
Bars Traded | 22646 | 19236 | 3410 | 22646 | 19236 | 3410 |
Profit Streak | 0 | 4.0996 | 0 | 0 | 4.0996 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343335 | 261298 | -229965 | -291578 | -582638 | -93517 |
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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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