Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400683.1576 | 414724.9688 | -14041.8112 | -82849.338 | 15855.8086 | -98705.1466 |
Total P&L (%) | 400.6832 | 414.725 | -14.0418 | -82.8493 | 15.8558 | -98.7051 |
Avg Daily Profit (%) | 0.2147 | 0.2223 | -0.0075 | -0.0944 | 0.0079 | -0.2327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299419 | -106425 | -256383 | -225461 | -102864 | -150336 |
Profit Factor | 1.189 | 1.4013 | 0.9871 | 0.9009 | 1.0391 | 0.7707 |
Total Trades | 898 | 449 | 449 | 898 | 449 | 449 |
Winning Trades | 407 | 192 | 215 | 407 | 192 | 215 |
Losing Trades | 491 | 257 | 234 | 491 | 257 | 234 |
Profitability (%) | 45.3229 | 42.7617 | 47.8842 | 45.3229 | 42.7617 | 47.8842 |
Ratio Avg Win / Avg Loss | 1.4344 | 1.8757 | 1.0743 | 1.0868 | 1.3909 | 0.8389 |
Largest Winning Trade | 249447 | 249447 | 49018 | 103428 | 103428 | 35018 |
Largest Losing Trade | -49944 | -40693 | -49944 | -62502 | -62502 | -46681 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 22139 | 11483 | 10656 | 22139 | 11483 | 10656 |
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 | -1344 | 319659 | -577865 | -575545 | -370187 | -579531 |
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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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