Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321097.9396 | 245372.7217 | 75725.2179 | 382593.6839 | 757132.5601 | -374538.8762 |
Total P&L (%) | 321.0979 | 245.3727 | 75.7252 | 382.5937 | 757.1326 | -374.5389 |
Avg Daily Profit (%) | 0.3083 | 0.2356 | 0.0727 | 0.1512 | 0.2065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113584 | -68109 | -97143 | -1410917 | -928457 | -1000888 |
Profit Factor | 1.3158 | 1.4562 | 1.1581 | 1.0535 | 1.2131 | 0.8959 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 223 | 110 | 113 | 223 | 110 | 113 |
Losing Trades | 221 | 112 | 109 | 221 | 112 | 109 |
Profitability (%) | 50.2252 | 49.5496 | 50.9009 | 50.2252 | 49.5496 | 50.9009 |
Ratio Avg Win / Avg Loss | 1.304 | 1.4827 | 1.1171 | 1.044 | 1.2352 | 0.8642 |
Largest Winning Trade | 80101 | 80101 | 38134 | 636386 | 636386 | 252535 |
Largest Losing Trade | -35305 | -34854 | -35305 | -579651 | -579651 | -433574 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 61 | 59 | 62 | 61 | 59 | 62 |
Avg Bars in Losers | 49 | 49 | 50 | 49 | 49 | 50 |
Bars Traded | 24694 | 12108 | 12586 | 24694 | 12108 | 12586 |
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 | 398754 | 338209 | -141768 | -152127 | 290775 | -580054 |
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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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