Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679723.8776 | 576629.6769 | 103094.2007 | 528720.0229 | -215831.547 | 744551.5699 |
Total P&L (%) | 679.7239 | 576.6297 | 103.0942 | 528.72 | -215.8315 | 744.5516 |
Avg Daily Profit (%) | 0.2805 | 0.2379 | 0.0425 | 0.0759 | 0 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154458 | -112347 | -249374 | -2652406 | -2299104 | -1358535 |
Profit Factor | 1.3067 | 1.5258 | 1.0921 | 1.0246 | 0.9805 | 1.0717 |
Total Trades | 834 | 417 | 417 | 834 | 417 | 417 |
Winning Trades | 288 | 134 | 154 | 288 | 134 | 154 |
Losing Trades | 546 | 283 | 263 | 546 | 283 | 263 |
Profitability (%) | 34.5324 | 32.1343 | 36.9305 | 34.5324 | 32.1343 | 36.9305 |
Ratio Avg Win / Avg Loss | 2.4772 | 3.2224 | 1.865 | 1.9425 | 2.0708 | 1.8302 |
Largest Winning Trade | 278514 | 278514 | 40404 | 1197350 | 1197350 | 518344 |
Largest Losing Trade | -23041 | -22348 | -23041 | -377944 | -377944 | -253965 |
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 | 14375 | 7737 | 6638 | 14375 | 7737 | 6638 |
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 | 308881 | 212074 | -257406 | -284903 | -583046 | -218718 |
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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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