Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368135.2035 | 350076.9262 | 18058.2772 | 45589.6763 | 480707.0723 | -435117.396 |
Total P&L (%) | 368.1352 | 350.0769 | 18.0583 | 45.5897 | 480.7071 | -435.1174 |
Avg Daily Profit (%) | 0.1993 | 0.1895 | 0.0098 | 0.0203 | 0.0953 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137621 | -123701 | -126292 | -1297080 | -670048 | -895805 |
Profit Factor | 1.2369 | 1.4717 | 1.0222 | 1.0056 | 1.1242 | 0.8978 |
Total Trades | 629 | 315 | 314 | 629 | 315 | 314 |
Winning Trades | 276 | 123 | 153 | 276 | 123 | 153 |
Losing Trades | 353 | 192 | 161 | 353 | 192 | 161 |
Profitability (%) | 43.8792 | 39.0476 | 48.7261 | 43.8792 | 39.0476 | 48.7261 |
Ratio Avg Win / Avg Loss | 1.582 | 2.2973 | 1.0757 | 1.2862 | 1.7548 | 0.9448 |
Largest Winning Trade | 233165 | 233165 | 35938 | 482579 | 482579 | 270769 |
Largest Losing Trade | -43518 | -20233 | -43518 | -394532 | -145106 | -394532 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 21992 | 10465 | 11527 | 21992 | 10465 | 11527 |
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 | 335895 | 237906 | -383417 | -380868 | -151762 | -580186 |
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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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