Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428570.1809 | 171598.9691 | 256971.2118 | 641271.4181 | -105690.8496 | 746962.2678 |
Total P&L (%) | 428.5702 | 171.599 | 256.9712 | 641.2714 | -105.6909 | 746.9623 |
Avg Daily Profit (%) | 0.2812 | 0.1126 | 0.1686 | 0.1315 | 0 | 0.1403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151520 | -118255 | -93229 | -2358255 | -1191610 | -1552251 |
Profit Factor | 1.2614 | 1.2012 | 1.3265 | 1.0637 | 0.9799 | 1.1549 |
Total Trades | 579 | 290 | 289 | 579 | 290 | 289 |
Winning Trades | 253 | 123 | 130 | 253 | 123 | 130 |
Losing Trades | 326 | 167 | 159 | 326 | 167 | 159 |
Profitability (%) | 43.696 | 42.4138 | 44.9827 | 43.696 | 42.4138 | 44.9827 |
Ratio Avg Win / Avg Loss | 1.6253 | 1.631 | 1.6224 | 1.3706 | 1.3304 | 1.4126 |
Largest Winning Trade | 66123 | 66123 | 52741 | 587361 | 587361 | 478866 |
Largest Losing Trade | -40341 | -20506 | -40341 | -581203 | -238363 | -581203 |
Avg Bars in Trades | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 18175 | 9319 | 8856 | 18175 | 9319 | 8856 |
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 | 354517 | -44073 | 277727 | -166908 | -581100 | -56437 |
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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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