Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428578.2306 | 412296.4701 | 16281.7605 | 64390.0793 | 683077.3888 | -618687.3095 |
Total P&L (%) | 428.5782 | 412.2965 | 16.2818 | 64.3901 | 683.0774 | -618.6873 |
Avg Daily Profit (%) | 0.2244 | 0.2159 | 0.0085 | 0.026 | 0.1078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150580 | -88431 | -204106 | -738660 | -331674 | -982757 |
Profit Factor | 1.2228 | 1.4855 | 1.0152 | 1.0115 | 1.2982 | 0.8144 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 203 | 106 | 97 | 203 | 106 | 97 |
Losing Trades | 253 | 122 | 131 | 253 | 122 | 131 |
Profitability (%) | 44.5175 | 46.4912 | 42.5439 | 44.5175 | 46.4912 | 42.5439 |
Ratio Avg Win / Avg Loss | 1.524 | 1.7097 | 1.371 | 1.2606 | 1.4942 | 1.0998 |
Largest Winning Trade | 122132 | 122132 | 41495 | 326236 | 326236 | 143557 |
Largest Losing Trade | -38088 | -21321 | -38088 | -309314 | -94593 | -309314 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5685 | 2758 | 2927 | 5685 | 2758 | 2927 |
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 | 326954 | 346902 | -396643 | -365872 | -48993 | -581095 |
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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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