Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425437.4979 | 196592.8058 | 228844.6921 | 341010.4187 | -328068.9595 | 669079.3783 |
Total P&L (%) | 425.4375 | 196.5928 | 228.8447 | 341.0104 | -328.069 | 669.0794 |
Avg Daily Profit (%) | 0.2792 | 0.129 | 0.1502 | 0.0974 | 0 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126721 | -119747 | -73422 | -1608053 | -1882103 | -855565 |
Profit Factor | 1.2547 | 1.226 | 1.286 | 1.0239 | 0.9542 | 1.0945 |
Total Trades | 736 | 368 | 368 | 736 | 368 | 368 |
Winning Trades | 389 | 190 | 199 | 389 | 190 | 199 |
Losing Trades | 347 | 178 | 169 | 347 | 178 | 169 |
Profitability (%) | 52.8533 | 51.6304 | 54.0761 | 52.8533 | 51.6304 | 54.0761 |
Ratio Avg Win / Avg Loss | 1.1192 | 1.1485 | 1.0921 | 0.9134 | 0.8939 | 0.9295 |
Largest Winning Trade | 203153 | 203153 | 47769 | 413880 | 413880 | 318264 |
Largest Losing Trade | -26087 | -23579 | -26087 | -458371 | -395228 | -458371 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 18018 | 9589 | 8429 | 18018 | 9589 | 8429 |
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 | 453491 | -19320 | 337243 | -254282 | -578920 | -129914 |
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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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