Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432762.9502 | 377715.1623 | 55047.7879 | 70439.0598 | 91878.7933 | -21439.7335 |
Total P&L (%) | 432.763 | 377.7152 | 55.0478 | 70.4391 | 91.8788 | -21.4397 |
Avg Daily Profit (%) | 0.2326 | 0.2031 | 0.0296 | 0.0287 | 0.035 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143221 | -130024 | -120350 | -160207 | -164940 | -143905 |
Profit Factor | 1.2635 | 1.5386 | 1.0585 | 1.0616 | 1.1765 | 0.9655 |
Total Trades | 627 | 313 | 314 | 627 | 313 | 314 |
Winning Trades | 389 | 205 | 184 | 389 | 205 | 184 |
Losing Trades | 238 | 108 | 130 | 238 | 108 | 130 |
Profitability (%) | 62.0415 | 65.4952 | 58.5987 | 62.0415 | 65.4952 | 58.5987 |
Ratio Avg Win / Avg Loss | 0.773 | 0.8106 | 0.7478 | 0.6495 | 0.6198 | 0.6822 |
Largest Winning Trade | 89079 | 89079 | 34252 | 27392 | 27392 | 22943 |
Largest Losing Trade | -68040 | -68040 | -40224 | -110487 | -110487 | -29328 |
Avg Bars in Trades | 33 | 50 | 16 | 33 | 50 | 16 |
Avg Bars in Winners | 18 | 22 | 15 | 18 | 22 | 15 |
Avg Bars in Losers | 57 | 104 | 19 | 57 | 104 | 19 |
Bars Traded | 21117 | 15843 | 5274 | 21117 | 15843 | 5274 |
Profit Streak | 0 | 48.7824 | 0 | 0 | 48.7824 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393507 | 417680 | -309722 | -304139 | -170083 | -578299 |
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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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