Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367124.787 | 330326.9183 | 36797.8687 | 89205.2338 | 302659.0094 | -213453.7756 |
Total P&L (%) | 367.1248 | 330.3269 | 36.7979 | 89.2052 | 302.659 | -213.4538 |
Avg Daily Profit (%) | 0.2601 | 0.2341 | 0.0261 | 0.0452 | 0.0987 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137161 | -127560 | -109766 | -349036 | -242538 | -319889 |
Profit Factor | 1.1182 | 1.2187 | 1.0231 | 1.017 | 1.121 | 0.922 |
Total Trades | 1499 | 749 | 750 | 1499 | 749 | 750 |
Winning Trades | 927 | 469 | 458 | 927 | 469 | 458 |
Losing Trades | 572 | 280 | 292 | 572 | 280 | 292 |
Profitability (%) | 61.8412 | 62.6168 | 61.0667 | 61.8412 | 62.6168 | 61.0667 |
Ratio Avg Win / Avg Loss | 0.69 | 0.7276 | 0.6523 | 0.6276 | 0.6692 | 0.5878 |
Largest Winning Trade | 25454 | 25454 | 19877 | 54172 | 54172 | 52495 |
Largest Losing Trade | -36683 | -31498 | -36683 | -102650 | -71988 | -102650 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 16924 | 8767 | 8157 | 16924 | 8767 | 8157 |
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 | -75120 | 414685 | -351889 | -327061 | -144602 | -575286 |
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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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