Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715199.8961 | 616133.7226 | 99066.1735 | 25318.6807 | -187605.1161 | 212923.7968 |
Total P&L (%) | 715.1999 | 616.1337 | 99.0662 | 25.3187 | -187.6051 | 212.9238 |
Avg Daily Profit (%) | 0.4812 | 0.4145 | 0.0667 | 0.0152 | 0 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281690 | -265434 | -53814 | -624754 | -706002 | -65992 |
Profit Factor | 1.565 | 1.6692 | 1.2871 | 1.0112 | 0.891 | 1.3995 |
Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Winning Trades | 180 | 78 | 102 | 180 | 78 | 102 |
Losing Trades | 231 | 127 | 104 | 231 | 127 | 104 |
Profitability (%) | 43.7956 | 38.0488 | 49.5146 | 43.7956 | 38.0488 | 49.5146 |
Ratio Avg Win / Avg Loss | 2.0085 | 2.7178 | 1.3123 | 1.2978 | 1.4507 | 1.427 |
Largest Winning Trade | 579224 | 579224 | 21627 | 515948 | 515948 | 48302 |
Largest Losing Trade | -45318 | -45318 | -24087 | -193671 | -193671 | -34682 |
Avg Bars in Trades | 10 | 18 | 2 | 10 | 18 | 2 |
Avg Bars in Winners | 13 | 26 | 2 | 13 | 26 | 2 |
Avg Bars in Losers | 8 | 13 | 2 | 8 | 13 | 2 |
Bars Traded | 4389 | 3798 | 591 | 4389 | 3798 | 591 |
Profit Streak | 0 | 16.3822 | 0 | 0 | 16.3822 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477681 | 368997 | -103320 | -384242 | -581894 | -89126 |
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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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