Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419892.2884 | 351207.8789 | 68684.4095 | 328760.5043 | 549451.2052 | -220690.7009 |
Total P&L (%) | 419.8923 | 351.2079 | 68.6844 | 328.7605 | 549.4512 | -220.6907 |
Avg Daily Profit (%) | 0.1761 | 0.1473 | 0.0288 | 0.0611 | 0.0785 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131982 | -96159 | -117475 | -588712 | -429412 | -460505 |
Profit Factor | 1.2012 | 1.3422 | 1.0647 | 1.0428 | 1.1495 | 0.9448 |
Total Trades | 905 | 452 | 453 | 905 | 452 | 453 |
Winning Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Losing Trades | 523 | 261 | 262 | 523 | 261 | 262 |
Profitability (%) | 42.2099 | 42.2566 | 42.1634 | 42.2099 | 42.2566 | 42.1634 |
Ratio Avg Win / Avg Loss | 1.6445 | 1.8341 | 1.4605 | 1.4278 | 1.5708 | 1.296 |
Largest Winning Trade | 77305 | 77305 | 51982 | 174829 | 163472 | 174829 |
Largest Losing Trade | -28163 | -14674 | -28163 | -256271 | -109583 | -256271 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 7072 | 3748 | 3324 | 7072 | 3748 | 3324 |
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 | 359380 | 148222 | -304755 | -282796 | -143619 | -580069 |
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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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