Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598365.0697 | 521170.8471 | 77194.2226 | 358421.7358 | -868567.7352 | 1226989.4709 |
Total P&L (%) | 598.3651 | 521.1708 | 77.1942 | 358.4217 | -868.5677 | 1226.9895 |
Avg Daily Profit (%) | 0.3028 | 0.2638 | 0.0391 | 0.0771 | 0 | 0.1309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190349 | -100887 | -143837 | -7777844 | -3640656 | -6099702 |
Profit Factor | 1.4731 | 1.9104 | 1.1115 | 1.0204 | 0.8903 | 1.127 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 187 | 100 | 87 | 187 | 100 | 87 |
Losing Trades | 177 | 82 | 95 | 177 | 82 | 95 |
Profitability (%) | 51.3736 | 54.9451 | 47.8022 | 51.3736 | 54.9451 | 47.8022 |
Ratio Avg Win / Avg Loss | 1.3943 | 1.5665 | 1.2137 | 0.9658 | 0.73 | 1.2306 |
Largest Winning Trade | 174981 | 174981 | 76294 | 1510677 | 1058499 | 1510677 |
Largest Losing Trade | -79557 | -35166 | -79557 | -2429584 | -879593 | -2429584 |
Avg Bars in Trades | 31 | 21 | 41 | 31 | 21 | 41 |
Avg Bars in Winners | 42 | 28 | 57 | 42 | 28 | 57 |
Avg Bars in Losers | 20 | 13 | 27 | 20 | 13 | 27 |
Bars Traded | 11547 | 3992 | 7555 | 11547 | 3992 | 7555 |
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 | 437006 | 486948 | -239068 | -287711 | -579461 | -99147 |
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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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