Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542202.581 | 455652.7359 | 86549.8451 | 329883.7964 | 311541.4559 | 18342.3405 |
Total P&L (%) | 542.2026 | 455.6527 | 86.5498 | 329.8838 | 311.5415 | 18.3423 |
Avg Daily Profit (%) | 0.2603 | 0.2187 | 0.0415 | 0.07 | 0.0679 | 0.0081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98087 | -136495 | -98632 | -733822 | -459386 | -360696 |
Profit Factor | 1.3788 | 1.5988 | 1.1291 | 1.1213 | 1.2179 | 1.0142 |
Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Winning Trades | 183 | 83 | 100 | 183 | 83 | 100 |
Losing Trades | 228 | 122 | 106 | 228 | 122 | 106 |
Profitability (%) | 44.5255 | 40.4878 | 48.5437 | 44.5255 | 40.4878 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.7179 | 2.3501 | 1.1969 | 1.397 | 1.7902 | 1.0751 |
Largest Winning Trade | 196902 | 196902 | 48698 | 431652 | 431652 | 142157 |
Largest Losing Trade | -45623 | -28700 | -45623 | -206194 | -135543 | -206194 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 77 | 72 | 81 | 77 | 72 | 81 |
Avg Bars in Losers | 46 | 45 | 46 | 46 | 45 | 46 |
Bars Traded | 24640 | 11548 | 13092 | 24640 | 11548 | 13092 |
Profit Streak | 0 | 24.4912 | 0 | 0 | 24.4912 | 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 | 368961 | 293918 | -215946 | -186562 | -104175 | -394961 |
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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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