Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301880.7572 | 299244.3063 | 2636.4509 | 7595.1133 | 244183.3243 | -236588.2109 |
Total P&L (%) | 301.8808 | 299.2443 | 2.6365 | 7.5951 | 244.1833 | -236.5882 |
Avg Daily Profit (%) | 0.2898 | 0.2873 | 0.0025 | 0.007 | 0.1187 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187478 | -132056 | -119492 | -1040492 | -529052 | -766391 |
Profit Factor | 1.2913 | 1.5798 | 1.0051 | 1.0014 | 1.0943 | 0.9142 |
Total Trades | 596 | 298 | 298 | 596 | 298 | 298 |
Winning Trades | 279 | 137 | 142 | 279 | 137 | 142 |
Losing Trades | 317 | 161 | 156 | 317 | 161 | 156 |
Profitability (%) | 46.8121 | 45.9732 | 47.651 | 46.8121 | 45.9732 | 47.651 |
Ratio Avg Win / Avg Loss | 1.4671 | 1.8566 | 1.1042 | 1.1378 | 1.286 | 1.0043 |
Largest Winning Trade | 360073 | 360073 | 39774 | 480881 | 480881 | 142502 |
Largest Losing Trade | -20537 | -15232 | -20537 | -136658 | -108183 | -136658 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 24481 | 11356 | 13124 | 24481 | 11356 | 13124 |
Profit Streak | 0 | 16.9189 | 0 | 0 | 16.9189 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370558 | 423970 | -570073 | -566303 | -150768 | -579021 |
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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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