Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394538.5776 | 267449.2124 | 127089.3651 | 710214.7153 | 419205.5984 | 291009.1169 |
Total P&L (%) | 394.5386 | 267.4492 | 127.0894 | 710.2147 | 419.2056 | 291.0091 |
Avg Daily Profit (%) | 0.3788 | 0.2568 | 0.122 | 0.201 | 0.1582 | 0.131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76596 | -69185 | -56632 | -958765 | -817155 | -550701 |
Profit Factor | 1.2307 | 1.2991 | 1.1557 | 1.0613 | 1.0678 | 1.0539 |
Total Trades | 1231 | 616 | 615 | 1231 | 616 | 615 |
Winning Trades | 553 | 257 | 296 | 553 | 257 | 296 |
Losing Trades | 678 | 359 | 319 | 678 | 359 | 319 |
Profitability (%) | 44.9228 | 41.7208 | 48.1301 | 44.9228 | 41.7208 | 48.1301 |
Ratio Avg Win / Avg Loss | 1.5089 | 1.8147 | 1.2455 | 1.3012 | 1.4916 | 1.1357 |
Largest Winning Trade | 103360 | 103360 | 28069 | 333412 | 333412 | 176391 |
Largest Losing Trade | -19876 | -19876 | -16774 | -230770 | -131094 | -230770 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 24839 | 12070 | 12769 | 24839 | 12070 | 12769 |
Profit Streak | 0 | 0 | 1.952 | 0 | 0 | 1.952 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524006 | 324587 | -79258 | -140403 | -138929 | -179352 |
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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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