Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565126.7277 | 474447.4893 | 90679.2385 | 105151.183 | 186376.9371 | -81225.7541 |
Total P&L (%) | 565.1267 | 474.4475 | 90.6792 | 105.1512 | 186.3769 | -81.2258 |
Avg Daily Profit (%) | 0.3821 | 0.3208 | 0.0613 | 0.0486 | 0.0712 | -0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115271 | -153876 | -90245 | -675504 | -789108 | -651428 |
Profit Factor | 1.2789 | 1.459 | 1.0913 | 1.0135 | 1.0471 | 0.9789 |
Total Trades | 781 | 391 | 390 | 781 | 391 | 390 |
Winning Trades | 268 | 121 | 147 | 268 | 121 | 147 |
Losing Trades | 513 | 270 | 243 | 513 | 270 | 243 |
Profitability (%) | 34.315 | 30.9463 | 37.6923 | 34.315 | 30.9463 | 37.6923 |
Ratio Avg Win / Avg Loss | 2.448 | 3.2557 | 1.804 | 1.94 | 2.3365 | 1.6181 |
Largest Winning Trade | 303029 | 303029 | 39571 | 404614 | 404614 | 177129 |
Largest Losing Trade | -22470 | -15998 | -22470 | -136115 | -136115 | -120465 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 5901 | 2777 | 3124 | 5901 | 2777 | 3124 |
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 | 321032 | 186357 | -233030 | -334334 | -271150 | -581025 |
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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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