Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511140.9611 | 397734.4721 | 113406.4891 | 945085.8961 | 414105.2744 | 530980.6216 |
Total P&L (%) | 511.141 | 397.7345 | 113.4065 | 945.0859 | 414.1053 | 530.9806 |
Avg Daily Profit (%) | 0.2755 | 0.2144 | 0.0611 | 0.1266 | 0.0883 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123480 | -113531 | -89884 | -3257450 | -3551667 | -2401550 |
Profit Factor | 1.2577 | 1.4005 | 1.1145 | 1.0226 | 1.0191 | 1.0264 |
Total Trades | 1316 | 658 | 658 | 1316 | 658 | 658 |
Winning Trades | 495 | 246 | 249 | 495 | 246 | 249 |
Losing Trades | 821 | 412 | 409 | 821 | 412 | 409 |
Profitability (%) | 37.614 | 37.386 | 37.8419 | 37.614 | 37.386 | 37.8419 |
Ratio Avg Win / Avg Loss | 2.0859 | 2.3455 | 1.8306 | 1.6961 | 1.7068 | 1.6859 |
Largest Winning Trade | 124933 | 124933 | 30448 | 1179057 | 1179057 | 689215 |
Largest Losing Trade | -15681 | -15681 | -14564 | -478963 | -478963 | -288812 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 22140 | 10472 | 11668 | 22140 | 10472 | 11668 |
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 | 420018 | 281045 | -206357 | -216171 | -275262 | -251948 |
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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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