Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582344.2963 | 561034.3051 | 21309.9911 | 12165.7405 | 303927.3019 | -291761.5615 |
Total P&L (%) | 582.3443 | 561.0343 | 21.31 | 12.1657 | 303.9273 | -291.7616 |
Avg Daily Profit (%) | 0.2411 | 0.2322 | 0.0088 | 0.0048 | 0.0578 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140278 | -114041 | -144224 | -627420 | -477087 | -501867 |
Profit Factor | 1.4049 | 1.7206 | 1.0323 | 1.0032 | 1.1507 | 0.8384 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 178 | 86 | 92 | 178 | 86 | 92 |
Losing Trades | 243 | 125 | 118 | 243 | 125 | 118 |
Profitability (%) | 42.2803 | 40.7583 | 43.8095 | 42.2803 | 40.7583 | 43.8095 |
Ratio Avg Win / Avg Loss | 1.9179 | 2.5009 | 1.324 | 1.3695 | 1.6725 | 1.0753 |
Largest Winning Trade | 316086 | 316086 | 60243 | 305475 | 305475 | 187709 |
Largest Losing Trade | -49772 | -23342 | -49772 | -274818 | -168130 | -274818 |
Avg Bars in Trades | 33 | 28 | 39 | 33 | 28 | 39 |
Avg Bars in Winners | 47 | 35 | 58 | 47 | 35 | 58 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 14248 | 6034 | 8214 | 14248 | 6034 | 8214 |
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 | 339224 | 317053 | -373924 | -502698 | -172186 | -580975 |
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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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