Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464106.2735 | 244342.0819 | 219764.1916 | 592434.802 | -121457.5797 | 713892.3817 |
Total P&L (%) | 464.1063 | 244.3421 | 219.7642 | 592.4348 | -121.4576 | 713.8924 |
Avg Daily Profit (%) | 0.2565 | 0.135 | 0.1214 | 0.107 | 0 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111272 | -98699 | -55981 | -1547759 | -1496851 | -743531 |
Profit Factor | 1.3265 | 1.3275 | 1.3254 | 1.043 | 0.9827 | 1.1052 |
Total Trades | 591 | 296 | 295 | 591 | 296 | 295 |
Winning Trades | 245 | 118 | 127 | 245 | 118 | 127 |
Losing Trades | 346 | 178 | 168 | 346 | 178 | 168 |
Profitability (%) | 41.4552 | 39.8649 | 43.0508 | 41.4552 | 39.8649 | 43.0508 |
Ratio Avg Win / Avg Loss | 1.8733 | 2.0025 | 1.7533 | 1.4729 | 1.4823 | 1.4619 |
Largest Winning Trade | 92236 | 92236 | 50834 | 504157 | 504157 | 311301 |
Largest Losing Trade | -19983 | -16628 | -19983 | -266340 | -209714 | -266340 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 10743 | 5057 | 5686 | 10743 | 5057 | 5686 |
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 | 342107 | -14087 | -30974 | -222982 | -581782 | -144116 |
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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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