Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325552.5627 | 318173.3451 | 7379.2176 | -17291.2448 | 75474.961 | -92766.2058 |
Total P&L (%) | 325.5526 | 318.1733 | 7.3792 | -17.2912 | 75.475 | -92.7662 |
Avg Daily Profit (%) | 0.2687 | 0.2626 | 0.0061 | -0.0157 | 0.0464 | -0.2166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181081 | -142591 | -56000 | -863031 | -686565 | -217385 |
Profit Factor | 1.2378 | 1.3803 | 1.0139 | 0.9962 | 1.0272 | 0.947 |
Total Trades | 505 | 252 | 253 | 505 | 252 | 253 |
Winning Trades | 229 | 101 | 128 | 229 | 101 | 128 |
Losing Trades | 276 | 151 | 125 | 276 | 151 | 125 |
Profitability (%) | 45.3465 | 40.0794 | 50.5929 | 45.3465 | 40.0794 | 50.5929 |
Ratio Avg Win / Avg Loss | 1.4918 | 2.0637 | 0.9901 | 1.2006 | 1.5357 | 0.9248 |
Largest Winning Trade | 274465 | 274465 | 28306 | 291093 | 291093 | 78271 |
Largest Losing Trade | -27551 | -27551 | -19874 | -162528 | -162528 | -112204 |
Avg Bars in Trades | 9 | 14 | 4 | 9 | 14 | 4 |
Avg Bars in Winners | 12 | 21 | 5 | 12 | 21 | 5 |
Avg Bars in Losers | 7 | 9 | 4 | 7 | 9 | 4 |
Bars Traded | 4816 | 3658 | 1158 | 4816 | 3658 | 1158 |
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 | 324685 | 252898 | -556293 | -578004 | -323223 | -579655 |
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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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