Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742989.6738 | 631998.1068 | 110991.567 | 716221.0213 | 557491.1074 | 158729.9139 |
Total P&L (%) | 742.9897 | 631.9981 | 110.9916 | 716.221 | 557.4911 | 158.7299 |
Avg Daily Profit (%) | 0.3085 | 0.2624 | 0.0461 | 0.0872 | 0.0782 | 0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157863 | -122076 | -161734 | -3507039 | -1700962 | -2887985 |
Profit Factor | 1.3995 | 1.7106 | 1.1144 | 1.035 | 1.0556 | 1.0152 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 185 | 90 | 95 | 185 | 90 | 95 |
Losing Trades | 317 | 161 | 156 | 317 | 161 | 156 |
Profitability (%) | 36.8526 | 35.8566 | 37.8486 | 36.8526 | 35.8566 | 37.8486 |
Ratio Avg Win / Avg Loss | 2.3981 | 3.0601 | 1.8299 | 1.7735 | 1.8883 | 1.6671 |
Largest Winning Trade | 304859 | 304859 | 51747 | 1274290 | 1274290 | 860121 |
Largest Losing Trade | -28213 | -17243 | -28213 | -835397 | -393897 | -835397 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 45 | 48 | 43 | 45 | 48 | 43 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 14280 | 7567 | 6713 | 14280 | 7567 | 6713 |
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 | 308024 | 254530 | -228646 | -259232 | -251126 | -346532 |
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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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