Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402836.1935 | 345685.3445 | 57150.849 | 214882.262 | 582235.5119 | -367353.25 |
Total P&L (%) | 402.8362 | 345.6853 | 57.1508 | 214.8823 | 582.2355 | -367.3533 |
Avg Daily Profit (%) | 0.1934 | 0.1659 | 0.0274 | 0.0551 | 0.0922 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108211 | -143414 | -151376 | -561435 | -483907 | -678102 |
Profit Factor | 1.2201 | 1.403 | 1.0588 | 1.0389 | 1.2336 | 0.8787 |
Total Trades | 630 | 315 | 315 | 630 | 315 | 315 |
Winning Trades | 306 | 150 | 156 | 306 | 150 | 156 |
Losing Trades | 324 | 165 | 159 | 324 | 165 | 159 |
Profitability (%) | 48.5714 | 47.619 | 49.5238 | 48.5714 | 47.619 | 49.5238 |
Ratio Avg Win / Avg Loss | 1.2918 | 1.5433 | 1.0791 | 1.1 | 1.357 | 0.8956 |
Largest Winning Trade | 91822 | 91822 | 50169 | 298861 | 298861 | 106952 |
Largest Losing Trade | -37064 | -22236 | -37064 | -180736 | -113398 | -180736 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 24865 | 12164 | 12701 | 24865 | 12164 | 12701 |
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 | 356236 | 335521 | -312080 | -294351 | -69596 | -579871 |
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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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