Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210910.2784 | 144298.531 | 66611.7474 | 301811.8132 | 322335.4395 | -20523.6263 |
Total P&L (%) | 210.9103 | 144.2985 | 66.6117 | 301.8118 | 322.3354 | -20.5236 |
Avg Daily Profit (%) | 0.405 | 0.2771 | 0.1279 | 0.2674 | 0.277 | -0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68963 | -28053 | -50461 | -404364 | -144749 | -310869 |
Profit Factor | 1.4112 | 1.6198 | 1.2378 | 1.1582 | 1.3903 | 0.981 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 191 | 92 | 99 | 191 | 92 | 99 |
Losing Trades | 226 | 117 | 109 | 226 | 117 | 109 |
Profitability (%) | 45.8034 | 44.0191 | 47.5962 | 45.8034 | 44.0191 | 47.5962 |
Ratio Avg Win / Avg Loss | 1.6697 | 2.06 | 1.3628 | 1.3704 | 1.7681 | 1.0801 |
Largest Winning Trade | 52834 | 52834 | 28715 | 217384 | 217384 | 121038 |
Largest Losing Trade | -24250 | -8456 | -24250 | -86843 | -43112 | -86843 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 90 | 86 | 94 | 90 | 86 | 94 |
Avg Bars in Losers | 32 | 25 | 40 | 32 | 25 | 40 |
Bars Traded | 24703 | 10932 | 13771 | 24703 | 10932 | 13771 |
Profit Streak | 0 | 0 | 6.6278 | 0 | 0 | 6.6278 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404128 | 323641 | -23083 | -38329 | 276106 | -579393 |
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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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