Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740979.4159 | 750579.723 | -9600.3071 | -37055.8325 | 298271.996 | -335327.8285 |
Total P&L (%) | 740.9794 | 750.5797 | -9.6003 | -37.0558 | 298.272 | -335.3278 |
Avg Daily Profit (%) | 0.3212 | 0.3253 | -0.0042 | -0.0201 | 0.0599 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174906 | -140055 | -232783 | -805505 | -513058 | -534891 |
Profit Factor | 1.3751 | 1.7552 | 0.9902 | 0.9926 | 1.1132 | 0.8605 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 231 | 108 | 123 | 231 | 108 | 123 |
Losing Trades | 271 | 143 | 128 | 271 | 143 | 128 |
Profitability (%) | 46.0159 | 43.0279 | 49.004 | 46.0159 | 43.0279 | 49.004 |
Ratio Avg Win / Avg Loss | 1.6132 | 2.3241 | 1.0305 | 1.1645 | 1.4739 | 0.8954 |
Largest Winning Trade | 440031 | 440031 | 80286 | 547073 | 547073 | 159694 |
Largest Losing Trade | -53827 | -32086 | -53827 | -274898 | -196842 | -274898 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 36 | 28 | 43 | 36 | 28 | 43 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 13759 | 5907 | 7852 | 13759 | 5907 | 7852 |
Profit Streak | 0 | 0 | 6.6184 | 0 | 0 | 6.6184 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434834 | 387391 | -578052 | -577759 | -210639 | -579719 |
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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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