Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928187.9208 | 833612.61 | 94575.3107 | 329751.6793 | -93790.8479 | 423542.5272 |
Total P&L (%) | 928.1879 | 833.6126 | 94.5753 | 329.7517 | -93.7908 | 423.5425 |
Avg Daily Profit (%) | 0.402 | 0.361 | 0.041 | 0.0632 | -0.1203 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232729 | -131620 | -250928 | -650668 | -617836 | -300342 |
Profit Factor | 1.5069 | 1.9127 | 1.103 | 1.1098 | 0.9472 | 1.3455 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 146 | 62 | 84 | 146 | 62 | 84 |
Losing Trades | 285 | 154 | 131 | 285 | 154 | 131 |
Profitability (%) | 33.8747 | 28.7037 | 39.0698 | 33.8747 | 28.7037 | 39.0698 |
Ratio Avg Win / Avg Loss | 2.9415 | 4.7508 | 1.7202 | 2.1664 | 2.3527 | 2.0983 |
Largest Winning Trade | 488754 | 488754 | 56300 | 443464 | 443464 | 145195 |
Largest Losing Trade | -30887 | -23542 | -30887 | -138433 | -138433 | -95016 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 29 | 35 | 25 | 29 | 35 | 25 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 6854 | 3509 | 3345 | 6854 | 3509 | 3345 |
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 | 305378 | 14668 | -247673 | -210930 | -590638 | -99108 |
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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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