Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487841.0525 | 466198.0482 | 21643.0043 | 23123.1486 | 13462.143 | 9661.0056 |
Total P&L (%) | 487.8411 | 466.198 | 21.643 | 23.1231 | 13.4621 | 9.661 |
Avg Daily Profit (%) | 0.2467 | 0.2358 | 0.0109 | 0.0105 | 0.0064 | 0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176685 | -135210 | -240888 | -399130 | -207976 | -231570 |
Profit Factor | 1.2187 | 1.4187 | 1.0194 | 1.0141 | 1.0163 | 1.0118 |
Total Trades | 840 | 420 | 420 | 840 | 420 | 420 |
Winning Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Losing Trades | 527 | 264 | 263 | 527 | 264 | 263 |
Profitability (%) | 37.2619 | 37.1429 | 37.381 | 37.2619 | 37.1429 | 37.381 |
Ratio Avg Win / Avg Loss | 2.0519 | 2.4008 | 1.7076 | 1.7074 | 1.7198 | 1.695 |
Largest Winning Trade | 126464 | 126464 | 59557 | 175350 | 175350 | 63768 |
Largest Losing Trade | -38294 | -38294 | -21228 | -67940 | -67940 | -45807 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 3 | 2 | 3 | 3 | 2 | 3 |
Bars Traded | 3939 | 1920 | 2019 | 3939 | 1920 | 2019 |
Profit Streak | 0 | 0 | 498.139 | 0 | 0 | 498.139 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303467 | 243512 | -383750 | -387829 | -446970 | -560411 |
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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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