Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539416.4852 | 273953.9941 | 265462.4911 | 1157929.1061 | 1103943.1014 | 53986.0047 |
Total P&L (%) | 539.4165 | 273.954 | 265.4625 | 1157.9291 | 1103.9431 | 53.986 |
Avg Daily Profit (%) | 0.3653 | 0.1855 | 0.1798 | 0.1716 | 0.1687 | 0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158204 | -110888 | -108330 | -3135432 | -1345820 | -2387038 |
Profit Factor | 1.2191 | 1.2238 | 1.2144 | 1.0447 | 1.0903 | 1.004 |
Total Trades | 1198 | 599 | 599 | 1198 | 599 | 599 |
Winning Trades | 596 | 299 | 297 | 596 | 299 | 297 |
Losing Trades | 602 | 300 | 302 | 602 | 300 | 302 |
Profitability (%) | 49.7496 | 49.9165 | 49.5826 | 49.7496 | 49.9165 | 49.5826 |
Ratio Avg Win / Avg Loss | 1.2313 | 1.2278 | 1.2349 | 1.0552 | 1.0939 | 1.0209 |
Largest Winning Trade | 42439 | 42439 | 40171 | 449184 | 449184 | 418708 |
Largest Losing Trade | -34237 | -23785 | -34237 | -783395 | -390411 | -783395 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 17677 | 8660 | 9017 | 17677 | 8660 | 9017 |
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 | 556322 | 357646 | 349149 | -157136 | -110647 | -368380 |
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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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