Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417627.2891 | 403920.1837 | 13707.1054 | -37357.5387 | 32422.8686 | -69780.4073 |
Total P&L (%) | 417.6273 | 403.9202 | 13.7071 | -37.3575 | 32.4229 | -69.7804 |
Avg Daily Profit (%) | 0.167 | 0.1615 | 0.0055 | -0.0187 | 0.0112 | -0.0478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161177 | -99411 | -201471 | -137478 | -76060 | -146033 |
Profit Factor | 1.1339 | 1.2784 | 1.0082 | 0.9684 | 1.0572 | 0.8862 |
Total Trades | 1216 | 608 | 608 | 1216 | 608 | 608 |
Winning Trades | 588 | 293 | 295 | 588 | 293 | 295 |
Losing Trades | 628 | 315 | 313 | 628 | 315 | 313 |
Profitability (%) | 48.3553 | 48.1908 | 48.5197 | 48.3553 | 48.1908 | 48.5197 |
Ratio Avg Win / Avg Loss | 1.2111 | 1.3744 | 1.0697 | 1.0342 | 1.1366 | 0.9403 |
Largest Winning Trade | 45769 | 45769 | 34990 | 23042 | 23042 | 17973 |
Largest Losing Trade | -85478 | -28777 | -85478 | -47491 | -27321 | -47491 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 9998 | 5000 | 4997 | 9998 | 5000 | 4997 |
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 | -59953 | 339793 | -445107 | -573186 | -336162 | -578454 |
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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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