Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370643.565 | 342870.0601 | 27773.505 | 104660.6121 | 343283.6689 | -238623.0567 |
Total P&L (%) | 370.6436 | 342.8701 | 27.7735 | 104.6606 | 343.2837 | -238.6231 |
Avg Daily Profit (%) | 0.1992 | 0.1843 | 0.0149 | 0.0385 | 0.0801 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197867 | -148558 | -114298 | -1556514 | -1126357 | -812962 |
Profit Factor | 1.1433 | 1.2673 | 1.0213 | 1.0075 | 1.0494 | 0.9662 |
Total Trades | 1760 | 880 | 880 | 1760 | 880 | 880 |
Winning Trades | 686 | 344 | 342 | 686 | 344 | 342 |
Losing Trades | 1074 | 536 | 538 | 1074 | 536 | 538 |
Profitability (%) | 38.9773 | 39.0909 | 38.8636 | 38.9773 | 39.0909 | 38.8636 |
Ratio Avg Win / Avg Loss | 1.79 | 1.9747 | 1.6066 | 1.5773 | 1.6351 | 1.5199 |
Largest Winning Trade | 111502 | 111502 | 40124 | 321491 | 310041 | 321491 |
Largest Losing Trade | -23233 | -20045 | -23233 | -256500 | -256500 | -207419 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 7415 | 3754 | 3661 | 7415 | 3754 | 3661 |
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 | -51036 | 308089 | -372207 | -349533 | -251046 | -578012 |
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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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