Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425131.8422 | 403179.1405 | 21952.7017 | -17934.2771 | -78394.5199 | 60460.2428 |
Total P&L (%) | 425.1318 | 403.1791 | 21.9527 | -17.9343 | -78.3945 | 60.4602 |
Avg Daily Profit (%) | 0.2041 | 0.1935 | 0.0105 | -0.0095 | -0.0735 | 0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165392 | -92127 | -248221 | -209000 | -172508 | -90084 |
Profit Factor | 1.2215 | 1.4245 | 1.0226 | 0.9845 | 0.8784 | 1.1184 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 272 | 131 | 141 | 272 | 131 | 141 |
Losing Trades | 376 | 193 | 183 | 376 | 193 | 183 |
Profitability (%) | 41.9753 | 40.4321 | 43.5185 | 41.9753 | 40.4321 | 43.5185 |
Ratio Avg Win / Avg Loss | 1.6885 | 2.0987 | 1.3272 | 1.3609 | 1.2942 | 1.4516 |
Largest Winning Trade | 224034 | 224034 | 54792 | 64814 | 64814 | 32678 |
Largest Losing Trade | -33374 | -33374 | -30550 | -41514 | -41514 | -21392 |
Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Winners | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 24771 | 12430 | 12341 | 24771 | 12430 | 12341 |
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 | 310871 | 249815 | -381356 | -578846 | -581693 | -254825 |
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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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