Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540613.1185 | 474962.0246 | 65651.0939 | 131142.5408 | 455617.6047 | -324475.0639 |
Total P&L (%) | 540.6131 | 474.962 | 65.6511 | 131.1425 | 455.6176 | -324.4751 |
Avg Daily Profit (%) | 0.2334 | 0.2051 | 0.0283 | 0.0362 | 0.0741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110038 | -103226 | -273906 | -513675 | -393011 | -750908 |
Profit Factor | 1.207 | 1.3835 | 1.0478 | 1.0211 | 1.1555 | 0.9017 |
Total Trades | 841 | 420 | 421 | 841 | 420 | 421 |
Winning Trades | 307 | 143 | 164 | 307 | 143 | 164 |
Losing Trades | 534 | 277 | 257 | 534 | 277 | 257 |
Profitability (%) | 36.5042 | 34.0476 | 38.9549 | 36.5042 | 34.0476 | 38.9549 |
Ratio Avg Win / Avg Loss | 2.0994 | 2.68 | 1.642 | 1.776 | 2.2383 | 1.413 |
Largest Winning Trade | 151450 | 151450 | 62667 | 234306 | 234306 | 142217 |
Largest Losing Trade | -22588 | -18944 | -22588 | -92774 | -76198 | -92774 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 9242 | 4507 | 4735 | 9242 | 4507 | 4735 |
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 | 301386 | 183015 | -324515 | -341395 | -146681 | -581483 |
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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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