Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314106.7266 | 288335.1157 | 25771.6109 | 4064.4356 | 89306.4271 | -85241.9916 |
Total P&L (%) | 314.1067 | 288.3351 | 25.7716 | 4.0644 | 89.3064 | -85.242 |
Avg Daily Profit (%) | 0.1941 | 0.1782 | 0.0159 | 0.0025 | 0.0395 | -0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189673 | -83486 | -288158 | -138154 | -92772 | -194810 |
Profit Factor | 1.1512 | 1.3024 | 1.0229 | 1.0038 | 1.1788 | 0.8476 |
Total Trades | 749 | 375 | 374 | 749 | 375 | 374 |
Winning Trades | 365 | 180 | 185 | 365 | 180 | 185 |
Losing Trades | 384 | 195 | 189 | 384 | 195 | 189 |
Profitability (%) | 48.7316 | 48 | 49.4652 | 48.7316 | 48 | 49.4652 |
Ratio Avg Win / Avg Loss | 1.2111 | 1.411 | 1.0451 | 1.0561 | 1.277 | 0.8659 |
Largest Winning Trade | 53550 | 39330 | 53550 | 37348 | 37348 | 26859 |
Largest Losing Trade | -34908 | -26004 | -34908 | -37339 | -37339 | -35671 |
Avg Bars in Trades | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Winners | 28 | 22 | 33 | 28 | 22 | 33 |
Avg Bars in Losers | 23 | 19 | 26 | 23 | 19 | 26 |
Bars Traded | 19133 | 7935 | 11198 | 19133 | 7935 | 11198 |
Profit Streak | 0 | 0 | 505.2268 | 0 | 0 | 505.2268 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42924 | 303779 | -368304 | -567909 | -163179 | -578724 |
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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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