Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555255.8386 | 463732.2564 | 91523.5822 | 262034.373 | 56715.766 | 205318.6071 |
Total P&L (%) | 555.2558 | 463.7323 | 91.5236 | 262.0344 | 56.7158 | 205.3186 |
Avg Daily Profit (%) | 0.2665 | 0.2226 | 0.0439 | 0.0618 | 0.0216 | 0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110034 | -71979 | -162940 | -508635 | -474514 | -287865 |
Profit Factor | 1.3347 | 1.5511 | 1.112 | 1.0525 | 1.022 | 1.0851 |
Total Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Winning Trades | 280 | 133 | 147 | 280 | 133 | 147 |
Losing Trades | 328 | 171 | 157 | 328 | 171 | 157 |
Profitability (%) | 46.0526 | 43.75 | 48.3553 | 46.0526 | 43.75 | 48.3553 |
Ratio Avg Win / Avg Loss | 1.5635 | 1.9943 | 1.1876 | 1.233 | 1.314 | 1.159 |
Largest Winning Trade | 226946 | 226946 | 56897 | 318061 | 318061 | 191189 |
Largest Losing Trade | -40403 | -22601 | -40403 | -151719 | -118288 | -151719 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Losers | 30 | 28 | 31 | 30 | 28 | 31 |
Bars Traded | 24525 | 11275 | 13250 | 24525 | 11275 | 13250 |
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 | 419569 | 329303 | -231218 | -271555 | -362657 | -247833 |
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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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