Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395830.094 | 263430.6385 | 132399.4555 | 1149334.3607 | 1464960.9046 | -315626.5439 |
Total P&L (%) | 395.8301 | 263.4306 | 132.3995 | 1149.3344 | 1464.9609 | -315.6265 |
Avg Daily Profit (%) | 0.38 | 0.2529 | 0.1271 | 0.2427 | 0.2644 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119176 | -99667 | -77714 | -1678337 | -574219 | -1322965 |
Profit Factor | 1.4198 | 1.6269 | 1.2533 | 1.1825 | 1.5477 | 0.9129 |
Total Trades | 467 | 233 | 234 | 467 | 233 | 234 |
Winning Trades | 226 | 105 | 121 | 226 | 105 | 121 |
Losing Trades | 241 | 128 | 113 | 241 | 128 | 113 |
Profitability (%) | 48.394 | 45.0644 | 51.7094 | 48.394 | 45.0644 | 51.7094 |
Ratio Avg Win / Avg Loss | 1.5141 | 1.9832 | 1.1705 | 1.261 | 1.8867 | 0.8525 |
Largest Winning Trade | 48749 | 48749 | 38630 | 590605 | 493801 | 590605 |
Largest Losing Trade | -33267 | -14582 | -33267 | -306772 | -234698 | -306772 |
Avg Bars in Trades | 53 | 48 | 57 | 53 | 48 | 57 |
Avg Bars in Winners | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 24776 | 11404 | 13372 | 24776 | 11404 | 13372 |
Profit Streak | 0 | 5.4847 | 0 | 0 | 5.4847 | 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 | 464500 | 381760 | -22646 | -9544 | 386919 | -579887 |
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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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