Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728821.0135 | 601451.9692 | 127369.0443 | 883924.1741 | -243618.9406 | 1127543.1146 |
Total P&L (%) | 728.821 | 601.452 | 127.369 | 883.9242 | -243.6189 | 1127.5431 |
Avg Daily Profit (%) | 0.3019 | 0.2491 | 0.0528 | 0.0947 | 0 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160624 | -93725 | -253565 | -2843308 | -2328467 | -1370445 |
Profit Factor | 1.3253 | 1.5473 | 1.1116 | 1.04 | 0.9785 | 1.1047 |
Total Trades | 882 | 441 | 441 | 882 | 441 | 441 |
Winning Trades | 301 | 137 | 164 | 301 | 137 | 164 |
Losing Trades | 581 | 304 | 277 | 581 | 304 | 277 |
Profitability (%) | 34.127 | 31.0658 | 37.1882 | 34.127 | 31.0658 | 37.1882 |
Ratio Avg Win / Avg Loss | 2.5581 | 3.4333 | 1.8775 | 2.0074 | 2.1713 | 1.8658 |
Largest Winning Trade | 278514 | 278514 | 42308 | 1050838 | 1050838 | 599954 |
Largest Losing Trade | -23041 | -22348 | -23041 | -295665 | -295665 | -269260 |
Avg Bars in Trades | 16 | 17 | 14 | 16 | 17 | 14 |
Avg Bars in Winners | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 14454 | 7845 | 6609 | 14454 | 7845 | 6609 |
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 | 322895 | 209786 | -222121 | -242782 | -583336 | -161047 |
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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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