Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683581.1094 | 641358.9059 | 42222.2035 | 30040.8362 | 105057.3678 | -75016.5316 |
Total P&L (%) | 683.5811 | 641.3589 | 42.2222 | 30.0408 | 105.0574 | -75.0165 |
Avg Daily Profit (%) | 0.2901 | 0.2721 | 0.0179 | 0.0111 | 0.0305 | -0.0588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201206 | -164268 | -164095 | -700621 | -589553 | -404864 |
Profit Factor | 1.3693 | 1.7046 | 1.0449 | 1.0097 | 1.0684 | 0.9519 |
Total Trades | 754 | 377 | 377 | 754 | 377 | 377 |
Winning Trades | 300 | 132 | 168 | 300 | 132 | 168 |
Losing Trades | 454 | 245 | 209 | 454 | 245 | 209 |
Profitability (%) | 39.7878 | 35.0133 | 44.5623 | 39.7878 | 35.0133 | 44.5623 |
Ratio Avg Win / Avg Loss | 2.0721 | 3.1638 | 1.2999 | 1.528 | 1.9829 | 1.1842 |
Largest Winning Trade | 378496 | 378496 | 39221 | 599651 | 599651 | 109462 |
Largest Losing Trade | -32997 | -24277 | -32997 | -242708 | -77468 | -242708 |
Avg Bars in Trades | 9 | 10 | 8 | 9 | 10 | 8 |
Avg Bars in Winners | 15 | 19 | 12 | 15 | 19 | 12 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 6983 | 3850 | 3133 | 6983 | 3850 | 3133 |
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 | 384140 | 278977 | -342532 | -389547 | -300530 | -579532 |
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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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