Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250148.2725 | 195945.4022 | 54202.8703 | 70226.2826 | 95599.168 | -25372.8854 |
Total P&L (%) | 250.1483 | 195.9454 | 54.2029 | 70.2263 | 95.5992 | -25.3729 |
Avg Daily Profit (%) | 0.2401 | 0.1881 | 0.052 | 0.0511 | 0.0644 | -0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118271 | -98553 | -155862 | -168176 | -111934 | -164368 |
Profit Factor | 1.1765 | 1.2974 | 1.0715 | 1.041 | 1.1239 | 0.9731 |
Total Trades | 984 | 492 | 492 | 984 | 492 | 492 |
Winning Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Losing Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Profitability (%) | 44.3089 | 44.3089 | 44.3089 | 44.3089 | 44.3089 | 44.3089 |
Ratio Avg Win / Avg Loss | 1.4788 | 1.6306 | 1.3468 | 1.3084 | 1.4127 | 1.223 |
Largest Winning Trade | 72591 | 72591 | 27327 | 57897 | 57897 | 36873 |
Largest Losing Trade | -55574 | -18112 | -55574 | -63642 | -30880 | -63642 |
Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Winners | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 24687 | 11672 | 13015 | 24687 | 11672 | 13015 |
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 | -14740 | 316021 | -266262 | -296506 | -191012 | -579031 |
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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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