Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323710.6276 | 309307.912 | 14402.7157 | -79742.3269 | -51150.2817 | -28592.0452 |
Total P&L (%) | 323.7106 | 309.3079 | 14.4027 | -79.7423 | -51.1503 | -28.592 |
Avg Daily Profit (%) | 0.2198 | 0.2101 | 0.0098 | -0.1084 | -0.0486 | -0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203294 | -135231 | -125287 | -612934 | -495519 | -396048 |
Profit Factor | 1.1598 | 1.2873 | 1.0152 | 0.9817 | 0.9775 | 0.9862 |
Total Trades | 769 | 385 | 384 | 769 | 385 | 384 |
Winning Trades | 371 | 175 | 196 | 371 | 175 | 196 |
Losing Trades | 398 | 210 | 188 | 398 | 210 | 188 |
Profitability (%) | 48.2445 | 45.4545 | 51.0417 | 48.2445 | 45.4545 | 51.0417 |
Ratio Avg Win / Avg Loss | 1.2442 | 1.5448 | 0.9737 | 1.0531 | 1.173 | 0.946 |
Largest Winning Trade | 340577 | 340577 | 27509 | 387268 | 387268 | 100102 |
Largest Losing Trade | -44504 | -29720 | -44504 | -123510 | -122228 | -123510 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 17420 | 9564 | 7856 | 17420 | 9564 | 7856 |
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 | -33356 | 316502 | -412208 | -575499 | -579144 | -578913 |
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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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