Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491828.6661 | 319594.7475 | 172233.9186 | 1025519.236 | 1794994.1101 | -769474.8741 |
Total P&L (%) | 491.8287 | 319.5947 | 172.2339 | 1025.5192 | 1794.9941 | -769.4749 |
Avg Daily Profit (%) | 0.2905 | 0.1887 | 0.1017 | 0.1431 | 0.1739 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128356 | -87127 | -102814 | -3846703 | -1046234 | -3085605 |
Profit Factor | 1.3938 | 1.522 | 1.2705 | 1.0906 | 1.3333 | 0.8704 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 221 | 105 | 116 | 221 | 105 | 116 |
Losing Trades | 245 | 128 | 117 | 245 | 128 | 117 |
Profitability (%) | 47.4249 | 45.0644 | 49.7854 | 47.4249 | 45.0644 | 49.7854 |
Ratio Avg Win / Avg Loss | 1.5451 | 1.8554 | 1.2815 | 1.209 | 1.6254 | 0.8779 |
Largest Winning Trade | 78625 | 78625 | 40529 | 1455061 | 1455061 | 819318 |
Largest Losing Trade | -37888 | -28588 | -37888 | -1017489 | -639316 | -1017489 |
Avg Bars in Trades | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Winners | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 20106 | 9030 | 11076 | 20106 | 9030 | 11076 |
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 | 417466 | 317548 | -56698 | -121085 | 286468 | -580197 |
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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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