Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515200.3833 | 446524.3428 | 68676.0405 | 22726.2439 | 1746423.5871 | -1723697.3432 |
Total P&L (%) | 515.2004 | 446.5243 | 68.676 | 22.7262 | 1746.4236 | -1723.6973 |
Avg Daily Profit (%) | 0.2139 | 0.1854 | 0.0285 | 0.0085 | 0.1211 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127468 | -101739 | -97322 | -2650004 | -1440569 | -1974366 |
Profit Factor | 1.3385 | 1.6208 | 1.0856 | 1.0021 | 1.3996 | 0.7385 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 222 | 108 | 114 | 222 | 108 | 114 |
Losing Trades | 234 | 120 | 114 | 234 | 120 | 114 |
Profitability (%) | 48.6842 | 47.3684 | 50 | 48.6842 | 47.3684 | 50 |
Ratio Avg Win / Avg Loss | 1.4109 | 1.8009 | 1.0856 | 1.0562 | 1.5551 | 0.7385 |
Largest Winning Trade | 152361 | 152361 | 60507 | 678222 | 678222 | 545335 |
Largest Losing Trade | -88031 | -31297 | -88031 | -1579837 | -520993 | -1579837 |
Avg Bars in Trades | 31 | 25 | 36 | 31 | 25 | 36 |
Avg Bars in Winners | 38 | 31 | 45 | 38 | 31 | 45 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 14258 | 5826 | 8432 | 14258 | 5826 | 8432 |
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 | 372502 | 376443 | -280653 | -402915 | -29176 | -580140 |
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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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