Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478980.7751 | 429574.9058 | 49405.8693 | 58125.2818 | -2337.7213 | 60463.003 |
Total P&L (%) | 478.9808 | 429.5749 | 49.4059 | 58.1253 | -2.3377 | 60.463 |
Avg Daily Profit (%) | 0.2299 | 0.2062 | 0.0237 | 0.022 | -0.0011 | 0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127929 | -110999 | -129328 | -461508 | -419719 | -271513 |
Profit Factor | 1.2659 | 1.5002 | 1.0524 | 1.0168 | 0.9986 | 1.0337 |
Total Trades | 826 | 413 | 413 | 826 | 413 | 413 |
Winning Trades | 362 | 180 | 182 | 362 | 180 | 182 |
Losing Trades | 464 | 233 | 231 | 464 | 233 | 231 |
Profitability (%) | 43.8257 | 43.5835 | 44.0678 | 43.8257 | 43.5835 | 44.0678 |
Ratio Avg Win / Avg Loss | 1.6226 | 1.9419 | 1.3358 | 1.3033 | 1.2926 | 1.312 |
Largest Winning Trade | 244466 | 244466 | 46620 | 214766 | 214766 | 128655 |
Largest Losing Trade | -34178 | -21206 | -34178 | -95492 | -81088 | -95492 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 24548 | 11839 | 12709 | 24548 | 11839 | 12709 |
Profit Streak | 0 | 0 | 11.2174 | 0 | 0 | 11.2174 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397956 | 341212 | -325498 | -364101 | -579725 | -346689 |
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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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