Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484357.0211 | 389474.7691 | 94882.252 | 18373.6975 | 187109.6341 | -168735.9366 |
Total P&L (%) | 484.357 | 389.4748 | 94.8823 | 18.3737 | 187.1096 | -168.7359 |
Avg Daily Profit (%) | 0.3277 | 0.2635 | 0.0642 | 0.0114 | 0.0714 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105000 | -110665 | -109274 | -596190 | -368397 | -474285 |
Profit Factor | 1.2893 | 1.4517 | 1.1168 | 1.0039 | 1.0799 | 0.9284 |
Total Trades | 686 | 343 | 343 | 686 | 343 | 343 |
Winning Trades | 325 | 149 | 176 | 325 | 149 | 176 |
Losing Trades | 361 | 194 | 167 | 361 | 194 | 167 |
Profitability (%) | 47.3761 | 43.4402 | 51.312 | 47.3761 | 43.4402 | 51.312 |
Ratio Avg Win / Avg Loss | 1.4321 | 1.8902 | 1.0597 | 1.1151 | 1.406 | 0.8809 |
Largest Winning Trade | 392955 | 392955 | 37567 | 352960 | 352960 | 110513 |
Largest Losing Trade | -36591 | -17983 | -36591 | -139829 | -62378 | -139829 |
Avg Bars in Trades | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Winners | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 17494 | 7277 | 10217 | 17494 | 7277 | 10217 |
Profit Streak | 0 | 0 | 11.8705 | 0 | 0 | 11.8705 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416594 | 333028 | -196899 | -398946 | -231318 | -578466 |
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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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