Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469011.4632 | 406290.2933 | 62721.17 | 272699.1649 | 360354.4104 | -87655.2454 |
Total P&L (%) | 469.0115 | 406.2903 | 62.7212 | 272.6992 | 360.3544 | -87.6552 |
Avg Daily Profit (%) | 0.2648 | 0.2294 | 0.0354 | 0.0743 | 0.0863 | -0.1181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105074 | -88900 | -113572 | -1042057 | -826602 | -674331 |
Profit Factor | 1.2897 | 1.5001 | 1.0777 | 1.0339 | 1.0856 | 0.9772 |
Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
Winning Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Losing Trades | 309 | 157 | 152 | 309 | 157 | 152 |
Profitability (%) | 42.3507 | 41.4179 | 43.2836 | 42.3507 | 41.4179 | 43.2836 |
Ratio Avg Win / Avg Loss | 1.7555 | 2.1217 | 1.4122 | 1.4073 | 1.5355 | 1.2805 |
Largest Winning Trade | 130365 | 130365 | 51412 | 470764 | 470764 | 203226 |
Largest Losing Trade | -23176 | -21667 | -23176 | -156163 | -156163 | -156077 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 3523 | 1679 | 1844 | 3523 | 1679 | 1844 |
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 | 338784 | 290760 | -282561 | -276894 | -205261 | -580599 |
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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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