Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655772.3251 | 626561.6871 | 29210.638 | 15459.1395 | -90164.4491 | 105623.5886 |
Total P&L (%) | 655.7723 | 626.5617 | 29.2106 | 15.4591 | -90.1644 | 105.6236 |
Avg Daily Profit (%) | 0.3397 | 0.3246 | 0.0151 | 0.0074 | -0.1201 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120477 | -100641 | -145750 | -383860 | -317062 | -246718 |
Profit Factor | 1.3826 | 1.7483 | 1.0333 | 1.0051 | 0.9413 | 1.0719 |
Total Trades | 485 | 243 | 242 | 485 | 243 | 242 |
Winning Trades | 228 | 105 | 123 | 228 | 105 | 123 |
Losing Trades | 257 | 138 | 119 | 257 | 138 | 119 |
Profitability (%) | 47.0103 | 43.2099 | 50.8264 | 47.0103 | 43.2099 | 50.8264 |
Ratio Avg Win / Avg Loss | 1.5584 | 2.2977 | 0.9997 | 1.133 | 1.2371 | 1.0371 |
Largest Winning Trade | 510620 | 510620 | 33886 | 110074 | 110074 | 99278 |
Largest Losing Trade | -48113 | -32452 | -48113 | -169925 | -75690 | -169925 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 11264 | 5614 | 5650 | 11264 | 5614 | 5650 |
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 | 452920 | 387723 | -360262 | -406011 | -580758 | -283305 |
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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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