Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373813.1562 | 342492.8479 | 31320.3083 | 95451.7893 | 280425.9813 | -184974.192 |
Total P&L (%) | 373.8132 | 342.4928 | 31.3203 | 95.4518 | 280.426 | -184.9742 |
Avg Daily Profit (%) | 0.2097 | 0.1922 | 0.0176 | 0.0376 | 0.075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180357 | -85556 | -147806 | -1314989 | -917844 | -822805 |
Profit Factor | 1.1933 | 1.355 | 1.0323 | 1.0104 | 1.0613 | 0.9597 |
Total Trades | 765 | 383 | 382 | 765 | 383 | 382 |
Winning Trades | 338 | 168 | 170 | 338 | 168 | 170 |
Losing Trades | 427 | 215 | 212 | 427 | 215 | 212 |
Profitability (%) | 44.183 | 43.8642 | 44.5026 | 44.183 | 43.8642 | 44.5026 |
Ratio Avg Win / Avg Loss | 1.5075 | 1.734 | 1.2874 | 1.2765 | 1.3582 | 1.1968 |
Largest Winning Trade | 116081 | 116081 | 62031 | 572023 | 572023 | 524407 |
Largest Losing Trade | -28718 | -21432 | -28718 | -252490 | -172349 | -252490 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 21264 | 10090 | 11174 | 21264 | 10090 | 11174 |
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 | 105464 | 303234 | -357762 | -349723 | -246566 | -579530 |
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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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