Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327595.9811 | 226490.5079 | 101105.4732 | 86593.4141 | 182443.8304 | -95850.4164 |
Total P&L (%) | 327.596 | 226.4905 | 101.1055 | 86.5934 | 182.4438 | -95.8504 |
Avg Daily Profit (%) | 0.1952 | 0.1349 | 0.0602 | 0.0372 | 0.0619 | -0.1894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148697 | -154023 | -80364 | -390214 | -281962 | -282482 |
Profit Factor | 1.2029 | 1.2686 | 1.1312 | 1.0342 | 1.1477 | 0.926 |
Total Trades | 591 | 296 | 295 | 591 | 296 | 295 |
Winning Trades | 326 | 155 | 171 | 326 | 155 | 171 |
Losing Trades | 265 | 141 | 124 | 265 | 141 | 124 |
Profitability (%) | 55.1607 | 52.3649 | 57.9661 | 55.1607 | 52.3649 | 57.9661 |
Ratio Avg Win / Avg Loss | 0.9779 | 1.154 | 0.8203 | 0.8407 | 1.044 | 0.6715 |
Largest Winning Trade | 66808 | 66808 | 33570 | 131958 | 131958 | 118826 |
Largest Losing Trade | -35719 | -29450 | -35719 | -82488 | -70778 | -82488 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 9982 | 5601 | 4381 | 9982 | 5601 | 4381 |
Profit Streak | 0 | 0 | 8.0915 | 0 | 0 | 8.0915 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339783 | -11423 | -187428 | -323771 | -166791 | -577806 |
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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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