Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676485.5394 | 551652.932 | 124832.6074 | 1038681.4866 | 405686.1427 | 632995.3439 |
Total P&L (%) | 676.4855 | 551.6529 | 124.8326 | 1038.6815 | 405.6861 | 632.9953 |
Avg Daily Profit (%) | 0.28 | 0.2284 | 0.0517 | 0.1007 | 0.0671 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129795 | -71162 | -241296 | -2355407 | -1430046 | -1040865 |
Profit Factor | 1.3473 | 1.5976 | 1.1218 | 1.0797 | 1.0613 | 1.0987 |
Total Trades | 767 | 384 | 383 | 767 | 384 | 383 |
Winning Trades | 266 | 141 | 125 | 266 | 141 | 125 |
Losing Trades | 501 | 243 | 258 | 501 | 243 | 258 |
Profitability (%) | 34.6806 | 36.7188 | 32.6371 | 34.6806 | 36.7188 | 32.6371 |
Ratio Avg Win / Avg Loss | 2.5376 | 2.7533 | 2.3155 | 2.0335 | 1.829 | 2.2676 |
Largest Winning Trade | 212434 | 212434 | 38694 | 740031 | 740031 | 557343 |
Largest Losing Trade | -22451 | -22451 | -20072 | -334675 | -334675 | -306533 |
Avg Bars in Trades | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Winners | 35 | 30 | 42 | 35 | 30 | 42 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 14341 | 6607 | 7734 | 14341 | 6607 | 7734 |
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 | 307173 | 282901 | -214326 | -191499 | -258747 | -198323 |
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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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