Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547469.4362 | 434704.2826 | 112765.1536 | 1046526.59 | 830412.8034 | 216113.7866 |
Total P&L (%) | 547.4694 | 434.7043 | 112.7652 | 1046.5266 | 830.4128 | 216.1138 |
Avg Daily Profit (%) | 0.2964 | 0.2353 | 0.0611 | 0.1322 | 0.1208 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116620 | -145921 | -84719 | -3071236 | -3134860 | -1650372 |
Profit Factor | 1.2928 | 1.4682 | 1.1198 | 1.0389 | 1.0612 | 1.0162 |
Total Trades | 893 | 447 | 446 | 893 | 447 | 446 |
Winning Trades | 295 | 137 | 158 | 295 | 137 | 158 |
Losing Trades | 598 | 310 | 288 | 598 | 310 | 288 |
Profitability (%) | 33.0347 | 30.6488 | 35.426 | 33.0347 | 30.6488 | 35.426 |
Ratio Avg Win / Avg Loss | 2.6206 | 3.3223 | 2.0411 | 2.106 | 2.4012 | 1.8523 |
Largest Winning Trade | 153973 | 153973 | 48353 | 972370 | 972370 | 618183 |
Largest Losing Trade | -13192 | -12913 | -13192 | -314295 | -314295 | -275157 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 48 | 47 | 50 | 48 | 47 | 50 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 22072 | 10431 | 11641 | 22072 | 10431 | 11641 |
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 | 300832 | 168449 | -202711 | -194476 | -188892 | -314895 |
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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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