Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458148.9393 | 346735.1283 | 111413.811 | 537937.8717 | 265381.5081 | 272556.3636 |
Total P&L (%) | 458.1489 | 346.7351 | 111.4138 | 537.9379 | 265.3815 | 272.5564 |
Avg Daily Profit (%) | 0.4398 | 0.3329 | 0.107 | 0.1781 | 0.1245 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241697 | -98117 | -181970 | -200647 | -168888 | -110836 |
Profit Factor | 1.2629 | 1.4277 | 1.1195 | 1.254 | 1.245 | 1.2635 |
Total Trades | 749 | 375 | 374 | 749 | 375 | 374 |
Winning Trades | 383 | 181 | 202 | 383 | 181 | 202 |
Losing Trades | 366 | 194 | 172 | 366 | 194 | 172 |
Profitability (%) | 51.1348 | 48.2667 | 54.0107 | 51.1348 | 48.2667 | 54.0107 |
Ratio Avg Win / Avg Loss | 1.2068 | 1.5302 | 0.9533 | 1.1984 | 1.3345 | 1.0758 |
Largest Winning Trade | 112999 | 112999 | 26074 | 157231 | 157231 | 45575 |
Largest Losing Trade | -49252 | -20342 | -49252 | -81543 | -48677 | -81543 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 24949 | 12539 | 12411 | 24949 | 12539 | 12411 |
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 | 489147 | 412653 | -138969 | 421656 | -26366 | -22572 |
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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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