Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440859.6032 | 381124.0205 | 59735.5827 | 78341.8145 | 103824.9219 | -25483.1074 |
Total P&L (%) | 440.8596 | 381.124 | 59.7356 | 78.3418 | 103.8249 | -25.4831 |
Avg Daily Profit (%) | 0.1761 | 0.1522 | 0.0239 | 0.0231 | 0.0284 | -0.0117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148373 | -101899 | -153666 | -488582 | -308157 | -351800 |
Profit Factor | 1.179 | 1.3305 | 1.0456 | 1.0192 | 1.0532 | 0.9881 |
Total Trades | 869 | 435 | 434 | 869 | 435 | 434 |
Winning Trades | 417 | 208 | 209 | 417 | 208 | 209 |
Losing Trades | 452 | 227 | 225 | 452 | 227 | 225 |
Profitability (%) | 47.9862 | 47.8161 | 48.1567 | 47.9862 | 47.8161 | 48.1567 |
Ratio Avg Win / Avg Loss | 1.278 | 1.452 | 1.1257 | 1.1047 | 1.1494 | 1.0637 |
Largest Winning Trade | 77739 | 77739 | 49363 | 92502 | 92502 | 82476 |
Largest Losing Trade | -49664 | -24970 | -49664 | -90936 | -67620 | -90936 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 7503 | 3781 | 3722 | 7503 | 3781 | 3722 |
Profit Streak | 0 | 0 | 11.4264 | 0 | 0 | 11.4264 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11725 | 310646 | -330110 | -356976 | -315722 | -577204 |
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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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