Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676058.0057 | 510257.5976 | 165800.408 | 1168346.8985 | 1189370.4267 | -21023.5282 |
Total P&L (%) | 676.058 | 510.2576 | 165.8004 | 1168.3469 | 1189.3704 | -21.0235 |
Avg Daily Profit (%) | 0.3421 | 0.2582 | 0.0839 | 0.1286 | 0.1295 | -0.0119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108875 | -115562 | -150642 | -1524673 | -1624881 | -1011355 |
Profit Factor | 1.4442 | 1.7295 | 1.2016 | 1.1387 | 1.2978 | 0.9953 |
Total Trades | 455 | 228 | 227 | 455 | 228 | 227 |
Winning Trades | 244 | 117 | 127 | 244 | 117 | 127 |
Losing Trades | 211 | 111 | 100 | 211 | 111 | 100 |
Profitability (%) | 53.6264 | 51.3158 | 55.9471 | 53.6264 | 51.3158 | 55.9471 |
Ratio Avg Win / Avg Loss | 1.2489 | 1.6408 | 0.9461 | 0.9847 | 1.2313 | 0.7837 |
Largest Winning Trade | 112286 | 112286 | 61756 | 550566 | 550566 | 289042 |
Largest Losing Trade | -70182 | -41971 | -70182 | -628408 | -532812 | -628408 |
Avg Bars in Trades | 25 | 18 | 33 | 25 | 18 | 33 |
Avg Bars in Winners | 27 | 19 | 34 | 27 | 19 | 34 |
Avg Bars in Losers | 23 | 16 | 31 | 23 | 16 | 31 |
Bars Traded | 11697 | 4187 | 7510 | 11697 | 4187 | 7510 |
Profit Streak | 0 | 0 | 509.4836 | 0 | 0 | 509.4836 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480358 | 464387 | -81127 | -87422 | -18602 | -578790 |
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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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