Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607726.1597 | 525286.1946 | 82439.9651 | 176008.5293 | -22194.146 | 198202.6753 |
Total P&L (%) | 607.7262 | 525.2862 | 82.44 | 176.0085 | -22.1941 | 198.2027 |
Avg Daily Profit (%) | 0.2579 | 0.2229 | 0.035 | 0.0431 | -0.0106 | 0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110425 | -116346 | -119864 | -595460 | -657450 | -362851 |
Profit Factor | 1.2826 | 1.4229 | 1.0907 | 1.03 | 0.9937 | 1.0841 |
Total Trades | 687 | 344 | 343 | 687 | 344 | 343 |
Winning Trades | 262 | 120 | 142 | 262 | 120 | 142 |
Losing Trades | 425 | 224 | 201 | 425 | 224 | 201 |
Profitability (%) | 38.1368 | 34.8837 | 41.3994 | 38.1368 | 34.8837 | 41.3994 |
Ratio Avg Win / Avg Loss | 2.0805 | 2.656 | 1.5439 | 1.6709 | 1.8548 | 1.5346 |
Largest Winning Trade | 201109 | 201109 | 33420 | 437453 | 437453 | 113954 |
Largest Losing Trade | -21989 | -21989 | -21855 | -137622 | -137622 | -129608 |
Avg Bars in Trades | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Winners | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
Bars Traded | 9362 | 5398 | 3963 | 9362 | 5398 | 3963 |
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 | 319461 | 209569 | -267591 | -322468 | -582357 | -259673 |
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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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