Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551284.1159 | 419979.0533 | 131305.0626 | 128390.9282 | 149273.3376 | -20882.4094 |
Total P&L (%) | 551.2841 | 419.9791 | 131.3051 | 128.3909 | 149.2733 | -20.8824 |
Avg Daily Profit (%) | 0.3727 | 0.284 | 0.0888 | 0.0559 | 0.0618 | -0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122631 | -163128 | -101559 | -369883 | -368748 | -238176 |
Profit Factor | 1.3047 | 1.4542 | 1.1484 | 1.0309 | 1.0727 | 0.9901 |
Total Trades | 708 | 354 | 354 | 708 | 354 | 354 |
Winning Trades | 248 | 111 | 137 | 248 | 111 | 137 |
Losing Trades | 460 | 243 | 217 | 460 | 243 | 217 |
Profitability (%) | 35.0282 | 31.3559 | 38.7006 | 35.0282 | 31.3559 | 38.7006 |
Ratio Avg Win / Avg Loss | 2.42 | 3.1836 | 1.819 | 1.9121 | 2.3483 | 1.5682 |
Largest Winning Trade | 325955 | 325955 | 30938 | 217347 | 217347 | 93752 |
Largest Losing Trade | -48670 | -21473 | -48670 | -116848 | -59294 | -116848 |
Avg Bars in Trades | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Winners | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 5846 | 3065 | 2781 | 5846 | 3065 | 2781 |
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 | 320103 | 172759 | -133401 | -305615 | -255602 | -580821 |
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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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