Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690562.0515 | 580312.6468 | 110249.4047 | 602086.147 | -237167.6989 | 839253.8459 |
Total P&L (%) | 690.5621 | 580.3126 | 110.2494 | 602.0861 | -237.1677 | 839.2538 |
Avg Daily Profit (%) | 0.2851 | 0.2396 | 0.0455 | 0.0805 | 0 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154458 | -112347 | -249374 | -2961919 | -2567389 | -1517064 |
Profit Factor | 1.3131 | 1.5309 | 1.0991 | 1.0251 | 0.9808 | 1.0724 |
Total Trades | 830 | 415 | 415 | 830 | 415 | 415 |
Winning Trades | 288 | 134 | 154 | 288 | 134 | 154 |
Losing Trades | 542 | 281 | 261 | 542 | 281 | 261 |
Profitability (%) | 34.6988 | 32.2892 | 37.1084 | 34.6988 | 32.2892 | 37.1084 |
Ratio Avg Win / Avg Loss | 2.4712 | 3.2104 | 1.8627 | 1.9292 | 2.0568 | 1.8175 |
Largest Winning Trade | 278514 | 278514 | 40404 | 1337070 | 1337070 | 578830 |
Largest Losing Trade | -23041 | -22348 | -23041 | -422047 | -422047 | -283600 |
Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 14324 | 7707 | 6616 | 14324 | 7707 | 6616 |
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 | 313291 | 215501 | -245656 | -278181 | -582996 | -211952 |
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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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