Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582595.0883 | 371619.5505 | 210975.5378 | 736956.1883 | -668732.3071 | 1405688.4954 |
Total P&L (%) | 582.5951 | 371.6196 | 210.9755 | 736.9562 | -668.7323 | 1405.6885 |
Avg Daily Profit (%) | 0.3229 | 0.2059 | 0.1169 | 0.1178 | 0 | 0.1504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106531 | -86225 | -50090 | -2102920 | -2122795 | -852370 |
Profit Factor | 1.4888 | 1.6247 | 1.3535 | 1.0473 | 0.9149 | 1.1818 |
Total Trades | 498 | 249 | 249 | 498 | 249 | 249 |
Winning Trades | 197 | 85 | 112 | 197 | 85 | 112 |
Losing Trades | 301 | 164 | 137 | 301 | 164 | 137 |
Profitability (%) | 39.5582 | 34.1365 | 44.9799 | 39.5582 | 34.1365 | 44.9799 |
Ratio Avg Win / Avg Loss | 2.2748 | 3.1347 | 1.6556 | 1.6001 | 1.7653 | 1.4456 |
Largest Winning Trade | 300225 | 300225 | 54599 | 706898 | 706898 | 600092 |
Largest Losing Trade | -20415 | -17005 | -20415 | -363905 | -363905 | -301485 |
Avg Bars in Trades | 43 | 35 | 50 | 43 | 35 | 50 |
Avg Bars in Winners | 64 | 57 | 69 | 64 | 57 | 69 |
Avg Bars in Losers | 29 | 23 | 35 | 29 | 23 | 35 |
Bars Traded | 21420 | 8806 | 12614 | 21420 | 8806 | 12614 |
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 | 359225 | 191733 | -36601 | -204196 | -583422 | -14118 |
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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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