Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383979.0608 | 341569.7054 | 42409.3554 | 126311.0043 | 130464.6459 | -4153.6416 |
Total P&L (%) | 383.9791 | 341.5697 | 42.4094 | 126.311 | 130.4646 | -4.1536 |
Avg Daily Profit (%) | 0.207 | 0.1841 | 0.0229 | 0.044 | 0.045 | -0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112269 | -98658 | -113314 | -1239132 | -1150772 | -928887 |
Profit Factor | 1.1817 | 1.3257 | 1.0398 | 1.0088 | 1.0181 | 0.9994 |
Total Trades | 950 | 475 | 475 | 950 | 475 | 475 |
Winning Trades | 456 | 219 | 237 | 456 | 219 | 237 |
Losing Trades | 494 | 256 | 238 | 494 | 256 | 238 |
Profitability (%) | 48 | 46.1053 | 49.8947 | 48 | 46.1053 | 49.8947 |
Ratio Avg Win / Avg Loss | 1.2801 | 1.5496 | 1.0442 | 1.0928 | 1.1901 | 1.0036 |
Largest Winning Trade | 102061 | 102061 | 33559 | 405928 | 405928 | 368219 |
Largest Losing Trade | -40551 | -26111 | -40551 | -359988 | -220864 | -359988 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 26 | 23 | 28 | 26 | 23 | 28 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 22139 | 10473 | 11666 | 22139 | 10473 | 11666 |
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 | -8124 | 342979 | -338879 | -340106 | -332756 | -576947 |
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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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