Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566510.3472 | 545078.3261 | 21432.0211 | -52952.4378 | 2198.2438 | -55150.6816 |
Total P&L (%) | 566.5103 | 545.0783 | 21.432 | -52.9524 | 2.1982 | -55.1507 |
Avg Daily Profit (%) | 0.3036 | 0.2921 | 0.0115 | -0.0404 | 0.0012 | -0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158302 | -110398 | -196385 | -91579 | -54714 | -44619 |
Profit Factor | 1.3849 | 1.7056 | 1.0306 | 0.8678 | 1.0106 | 0.7144 |
Total Trades | 543 | 272 | 271 | 543 | 272 | 271 |
Winning Trades | 224 | 104 | 120 | 224 | 104 | 120 |
Losing Trades | 319 | 168 | 151 | 319 | 168 | 151 |
Profitability (%) | 41.2523 | 38.2353 | 44.2804 | 41.2523 | 38.2353 | 44.2804 |
Ratio Avg Win / Avg Loss | 1.9722 | 2.7553 | 1.2969 | 1.2358 | 1.6325 | 0.899 |
Largest Winning Trade | 323541 | 323541 | 70423 | 40267 | 40267 | 16270 |
Largest Losing Trade | -64763 | -64763 | -34355 | -42085 | -42085 | -32160 |
Avg Bars in Trades | 40 | 38 | 43 | 40 | 38 | 43 |
Avg Bars in Winners | 65 | 65 | 64 | 65 | 65 | 64 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 22172 | 10415 | 11757 | 22172 | 10415 | 11757 |
Profit Streak | 0 | 0 | 9.2254 | 0 | 0 | 9.2254 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362603 | 300575 | -370495 | -579675 | -568491 | -581027 |
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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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