Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789525.7376 | 639317.5694 | 150208.1682 | 1221683.8331 | 1399095.0911 | -177411.258 |
Total P&L (%) | 789.5257 | 639.3176 | 150.2082 | 1221.6838 | 1399.0951 | -177.4113 |
Avg Daily Profit (%) | 0.342 | 0.2769 | 0.0651 | 0.1119 | 0.1173 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158589 | -120266 | -307866 | -1639559 | -1098927 | -1499386 |
Profit Factor | 1.3384 | 1.6101 | 1.1169 | 1.1015 | 1.2444 | 0.9719 |
Total Trades | 567 | 284 | 283 | 567 | 284 | 283 |
Winning Trades | 243 | 120 | 123 | 243 | 120 | 123 |
Losing Trades | 324 | 164 | 160 | 324 | 164 | 160 |
Profitability (%) | 42.8571 | 42.2535 | 43.4629 | 42.8571 | 42.2535 | 43.4629 |
Ratio Avg Win / Avg Loss | 1.7845 | 2.2004 | 1.4528 | 1.4687 | 1.7007 | 1.2643 |
Largest Winning Trade | 165644 | 165644 | 59188 | 536214 | 536214 | 274167 |
Largest Losing Trade | -34396 | -20746 | -34396 | -304462 | -304462 | -295579 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6897 | 3327 | 3570 | 6897 | 3327 | 3570 |
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 | 401157 | 357771 | -199376 | -151634 | -36883 | -580451 |
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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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