Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371563.3491 | 355545.8392 | 16017.51 | 40545.4641 | 50902.0969 | -10356.6327 |
Total P&L (%) | 371.5633 | 355.5458 | 16.0175 | 40.5455 | 50.9021 | -10.3566 |
Avg Daily Profit (%) | 0.1991 | 0.1905 | 0.0086 | 0.0182 | 0.0221 | -0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127113 | -104075 | -105502 | -226585 | -185609 | -157413 |
Profit Factor | 1.3124 | 1.5884 | 1.0274 | 1.0204 | 1.0481 | 0.9888 |
Total Trades | 510 | 255 | 255 | 510 | 255 | 255 |
Winning Trades | 225 | 105 | 120 | 225 | 105 | 120 |
Losing Trades | 285 | 150 | 135 | 285 | 150 | 135 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6624 | 2.2692 | 1.1558 | 1.2926 | 1.4973 | 1.1124 |
Largest Winning Trade | 330373 | 330373 | 48477 | 208773 | 208773 | 53323 |
Largest Losing Trade | -34818 | -34818 | -22114 | -55022 | -55022 | -29580 |
Avg Bars in Trades | 43 | 37 | 48 | 43 | 37 | 48 |
Avg Bars in Winners | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 22075 | 9655 | 12420 | 22075 | 9655 | 12420 |
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 | 333420 | 282410 | -381681 | -368333 | -334908 | -579476 |
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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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