Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419863.8198 | 392755.0895 | 27108.7303 | -4029.0383 | 30503.7105 | -34532.7488 |
Total P&L (%) | 419.8638 | 392.7551 | 27.1087 | -4.029 | 30.5037 | -34.5327 |
Avg Daily Profit (%) | 0.2015 | 0.1885 | 0.013 | -0.002 | 0.0128 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118775 | -71719 | -222732 | -138476 | -106821 | -185941 |
Profit Factor | 1.2466 | 1.4628 | 1.0317 | 0.9975 | 1.0375 | 0.9579 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 269 | 131 | 138 | 269 | 131 | 138 |
Losing Trades | 329 | 168 | 161 | 329 | 168 | 161 |
Profitability (%) | 44.9833 | 43.8127 | 46.1538 | 44.9833 | 43.8127 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.5246 | 1.8759 | 1.2037 | 1.22 | 1.3306 | 1.1175 |
Largest Winning Trade | 226946 | 226946 | 54222 | 70802 | 70802 | 51160 |
Largest Losing Trade | -43985 | -22601 | -43985 | -47452 | -29080 | -47452 |
Avg Bars in Trades | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Winners | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Losers | 30 | 28 | 31 | 30 | 28 | 31 |
Bars Traded | 24525 | 11323 | 13202 | 24525 | 11323 | 13202 |
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 | 348339 | 299332 | -364924 | -577937 | -359475 | -579598 |
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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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