Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396192.775 | 338147.1185 | 58045.6565 | 70961.5155 | 85474.2234 | -14512.7079 |
Total P&L (%) | 396.1928 | 338.1471 | 58.0457 | 70.9615 | 85.4742 | -14.5127 |
Avg Daily Profit (%) | 0.3697 | 0.3155 | 0.0542 | 0.0501 | 0.0577 | -0.0146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129574 | -75508 | -115697 | -490073 | -354085 | -347208 |
Profit Factor | 1.3524 | 1.5492 | 1.1141 | 1.0244 | 1.0534 | 0.9889 |
Total Trades | 623 | 312 | 311 | 623 | 312 | 311 |
Winning Trades | 243 | 111 | 132 | 243 | 111 | 132 |
Losing Trades | 380 | 201 | 179 | 380 | 201 | 179 |
Profitability (%) | 39.0048 | 35.5769 | 42.4437 | 39.0048 | 35.5769 | 42.4437 |
Ratio Avg Win / Avg Loss | 2.1149 | 2.8053 | 1.5108 | 1.602 | 1.9076 | 1.341 |
Largest Winning Trade | 411167 | 411167 | 43306 | 427457 | 427457 | 96149 |
Largest Losing Trade | -13939 | -13666 | -13939 | -43367 | -43367 | -40095 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 33 | 39 | 29 | 33 | 39 | 29 |
Avg Bars in Losers | 11 | 13 | 10 | 11 | 13 | 10 |
Bars Traded | 12768 | 7029 | 5739 | 12768 | 7029 | 5739 |
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 | 354359 | 254569 | -216846 | -319363 | -280816 | -580701 |
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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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