Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647236.4066 | 537534.7775 | 109701.6291 | 58872.7123 | 130474.9073 | -71602.1951 |
Total P&L (%) | 647.2364 | 537.5348 | 109.7016 | 58.8727 | 130.4749 | -71.6022 |
Avg Daily Profit (%) | 0.4378 | 0.3636 | 0.0742 | 0.0313 | 0.0565 | -0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161623 | -136328 | -74384 | -883300 | -737669 | -529776 |
Profit Factor | 1.4634 | 1.7574 | 1.1597 | 1.0097 | 1.0423 | 0.9763 |
Total Trades | 612 | 306 | 306 | 612 | 306 | 306 |
Winning Trades | 236 | 111 | 125 | 236 | 111 | 125 |
Losing Trades | 376 | 195 | 181 | 376 | 195 | 181 |
Profitability (%) | 38.5621 | 36.2745 | 40.8497 | 38.5621 | 36.2745 | 40.8497 |
Ratio Avg Win / Avg Loss | 2.3315 | 3.0874 | 1.6792 | 1.6086 | 1.8311 | 1.4136 |
Largest Winning Trade | 558710 | 558710 | 38124 | 306702 | 306702 | 156125 |
Largest Losing Trade | -36316 | -19474 | -36316 | -236873 | -102726 | -236873 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 17538 | 7652 | 9886 | 17538 | 7652 | 9886 |
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 | 406470 | 315110 | -140166 | -361561 | -294363 | -581625 |
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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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