Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633036.8337 | 561289.3122 | 71747.5214 | 276909.4431 | 292630.4887 | -15721.0456 |
Total P&L (%) | 633.0368 | 561.2893 | 71.7475 | 276.9094 | 292.6305 | -15.721 |
Avg Daily Profit (%) | 0.2614 | 0.2317 | 0.0296 | 0.0548 | 0.0565 | -0.0071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112612 | -82201 | -248864 | -784943 | -624256 | -658393 |
Profit Factor | 1.2765 | 1.5025 | 1.0612 | 1.0291 | 1.0622 | 0.9967 |
Total Trades | 1047 | 523 | 524 | 1047 | 523 | 524 |
Winning Trades | 351 | 174 | 177 | 351 | 174 | 177 |
Losing Trades | 696 | 349 | 347 | 696 | 349 | 347 |
Profitability (%) | 33.5244 | 33.2696 | 33.7786 | 33.5244 | 33.2696 | 33.7786 |
Ratio Avg Win / Avg Loss | 2.5312 | 3.0136 | 2.0804 | 2.0407 | 2.1305 | 1.954 |
Largest Winning Trade | 295278 | 295278 | 39183 | 439412 | 439412 | 240866 |
Largest Losing Trade | -21667 | -21667 | -21321 | -162105 | -162105 | -86199 |
Avg Bars in Trades | 6 | 6 | 7 | 6 | 6 | 7 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 7248 | 3472 | 3776 | 7248 | 3472 | 3776 |
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 | 318512 | 240854 | -309264 | -307860 | -272536 | -581848 |
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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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