Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517576.9606 | 475234.8402 | 42342.1205 | 51459.614 | 337390.2567 | -285930.6427 |
Total P&L (%) | 517.577 | 475.2348 | 42.3421 | 51.4596 | 337.3903 | -285.9306 |
Avg Daily Profit (%) | 0.2149 | 0.1973 | 0.0176 | 0.0172 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130111 | -115462 | -144093 | -452917 | -273975 | -499007 |
Profit Factor | 1.2759 | 1.4606 | 1.0501 | 1.0139 | 1.1713 | 0.8343 |
Total Trades | 469 | 235 | 234 | 469 | 235 | 234 |
Winning Trades | 216 | 103 | 113 | 216 | 103 | 113 |
Losing Trades | 253 | 132 | 121 | 253 | 132 | 121 |
Profitability (%) | 46.0554 | 43.8298 | 48.2906 | 46.0554 | 43.8298 | 48.2906 |
Ratio Avg Win / Avg Loss | 1.4944 | 1.8719 | 1.1245 | 1.1876 | 1.501 | 0.8933 |
Largest Winning Trade | 198841 | 198841 | 49511 | 220267 | 220267 | 68570 |
Largest Losing Trade | -38780 | -32491 | -38780 | -178304 | -107086 | -178304 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 14323 | 7316 | 7007 | 14323 | 7316 | 7007 |
Profit Streak | 0 | 0 | 17.3379 | 0 | 0 | 17.3379 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324665 | 289782 | -335905 | -375349 | -143855 | -579927 |
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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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