Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423703.6996 | 358542.6749 | 65161.0247 | 268214.2474 | 268375.5015 | -161.2541 |
Total P&L (%) | 423.7037 | 358.5427 | 65.161 | 268.2142 | 268.3755 | -0.1613 |
Avg Daily Profit (%) | 0.2294 | 0.1941 | 0.0353 | 0.0706 | 0.0706 | -0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146853 | -82163 | -199325 | -498882 | -367374 | -445026 |
Profit Factor | 1.2349 | 1.3957 | 1.0726 | 1.0441 | 1.086 | 0.9999 |
Total Trades | 688 | 344 | 344 | 688 | 344 | 344 |
Winning Trades | 303 | 140 | 163 | 303 | 140 | 163 |
Losing Trades | 385 | 204 | 181 | 385 | 204 | 181 |
Profitability (%) | 44.0407 | 40.6977 | 47.3837 | 44.0407 | 40.6977 | 47.3837 |
Ratio Avg Win / Avg Loss | 1.5691 | 2.0337 | 1.191 | 1.3266 | 1.5825 | 1.1104 |
Largest Winning Trade | 114163 | 114163 | 31011 | 255789 | 255789 | 102345 |
Largest Losing Trade | -28289 | -20672 | -28289 | -123789 | -99909 | -123789 |
Avg Bars in Trades | 32 | 34 | 29 | 32 | 34 | 29 |
Avg Bars in Winners | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 22046 | 11944 | 10103 | 22046 | 11944 | 10103 |
Profit Streak | 0 | 0 | 40.9383 | 0 | 0 | 40.9383 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358056 | 251132 | -284750 | -269433 | -225829 | -577102 |
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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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