Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397479.3318 | 145371.5686 | 252107.7632 | 401634.584 | 503852.8105 | -102218.2265 |
Total P&L (%) | 397.4793 | 145.3716 | 252.1078 | 401.6346 | 503.8528 | -102.2182 |
Avg Daily Profit (%) | 0.2663 | 0.0974 | 0.1689 | 0.1081 | 0.1205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231657 | -132681 | -132839 | -1196106 | -519830 | -841951 |
Profit Factor | 1.261 | 1.201 | 1.3153 | 1.0659 | 1.1892 | 0.9703 |
Total Trades | 472 | 236 | 236 | 472 | 236 | 236 |
Winning Trades | 235 | 111 | 124 | 235 | 111 | 124 |
Losing Trades | 237 | 125 | 112 | 237 | 125 | 112 |
Profitability (%) | 49.7881 | 47.0339 | 52.5424 | 49.7881 | 47.0339 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.2717 | 1.3524 | 1.188 | 1.0749 | 1.3392 | 0.8764 |
Largest Winning Trade | 48406 | 48406 | 34707 | 346347 | 346347 | 123419 |
Largest Losing Trade | -45455 | -21699 | -45455 | -273113 | -230428 | -273113 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 42 | 40 | 45 | 42 | 40 | 45 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 17800 | 8426 | 9374 | 17800 | 8426 | 9374 |
Profit Streak | 0 | 0 | 7.8534 | 0 | 0 | 7.8534 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375015 | -63955 | 348333 | -194385 | -44535 | -578634 |
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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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