Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342316.2129 | 327586.4073 | 14729.8056 | -41847.7082 | 315440.175 | -357287.8832 |
Total P&L (%) | 342.3162 | 327.5864 | 14.7298 | -41.8477 | 315.4402 | -357.2879 |
Avg Daily Profit (%) | 0.1923 | 0.184 | 0.0083 | -0.0305 | 0.08 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189365 | -138367 | -106811 | -3501784 | -3369910 | -1119594 |
Profit Factor | 1.348 | 1.5372 | 1.0394 | 0.9952 | 1.0542 | 0.8758 |
Total Trades | 437 | 218 | 219 | 437 | 218 | 219 |
Winning Trades | 358 | 197 | 161 | 358 | 197 | 161 |
Losing Trades | 79 | 21 | 58 | 79 | 21 | 58 |
Profitability (%) | 81.9222 | 90.367 | 73.516 | 81.9222 | 90.367 | 73.516 |
Ratio Avg Win / Avg Loss | 0.2975 | 0.1639 | 0.3744 | 0.2196 | 0.1124 | 0.3155 |
Largest Winning Trade | 25531 | 25531 | 14770 | 352786 | 352786 | 258981 |
Largest Losing Trade | -81785 | -81785 | -62286 | -2319192 | -2319192 | -1119594 |
Avg Bars in Trades | 47 | 86 | 9 | 47 | 86 | 9 |
Avg Bars in Winners | 15 | 25 | 3 | 15 | 25 | 3 |
Avg Bars in Losers | 195 | 662 | 26 | 195 | 662 | 26 |
Bars Traded | 20948 | 18846 | 2102 | 20948 | 18846 | 2102 |
Profit Streak | 0 | 25.4461 | 0 | 0 | 25.4461 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454520 | 526139 | -375345 | -574418 | -241397 | -576861 |
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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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