Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530757.6247 | 459077.2948 | 71680.3299 | -3389.4888 | 31534.3023 | -34923.7911 |
Total P&L (%) | 530.7576 | 459.0773 | 71.6803 | -3.3895 | 31.5343 | -34.9238 |
Avg Daily Profit (%) | 0.3605 | 0.3118 | 0.0487 | -0.0023 | 0.0186 | -0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177214 | -166116 | -85612 | -779765 | -524388 | -324540 |
Profit Factor | 1.3095 | 1.4763 | 1.0954 | 0.9993 | 1.0115 | 0.9846 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 207 | 102 | 105 | 207 | 102 | 105 |
Losing Trades | 287 | 145 | 142 | 287 | 145 | 142 |
Profitability (%) | 41.9028 | 41.2955 | 42.5101 | 41.9028 | 41.2955 | 42.5101 |
Ratio Avg Win / Avg Loss | 1.8155 | 2.0986 | 1.4814 | 1.3855 | 1.4379 | 1.3315 |
Largest Winning Trade | 410160 | 410160 | 38223 | 200856 | 200856 | 126991 |
Largest Losing Trade | -30621 | -25019 | -30621 | -118582 | -110483 | -118582 |
Avg Bars in Trades | 35 | 38 | 31 | 35 | 38 | 31 |
Avg Bars in Winners | 46 | 46 | 45 | 46 | 46 | 45 |
Avg Bars in Losers | 27 | 33 | 21 | 27 | 33 | 21 |
Bars Traded | 17454 | 9623 | 7831 | 17454 | 9623 | 7831 |
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 | 363408 | 295220 | -245640 | -579678 | -381472 | -581287 |
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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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