Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684435.7867 | 599219.6232 | 85216.1635 | 437418.272 | 162420.5406 | 274997.7314 |
Total P&L (%) | 684.4358 | 599.2196 | 85.2162 | 437.4183 | 162.4205 | 274.9977 |
Avg Daily Profit (%) | 0.2839 | 0.2485 | 0.0353 | 0.0698 | 0.04 | 0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102231 | -80852 | -224884 | -1119108 | -985323 | -545104 |
Profit Factor | 1.3476 | 1.6489 | 1.0815 | 1.0449 | 1.0333 | 1.0565 |
Total Trades | 650 | 325 | 325 | 650 | 325 | 325 |
Winning Trades | 245 | 121 | 124 | 245 | 121 | 124 |
Losing Trades | 405 | 204 | 201 | 405 | 204 | 201 |
Profitability (%) | 37.6923 | 37.2308 | 38.1538 | 37.6923 | 37.2308 | 38.1538 |
Ratio Avg Win / Avg Loss | 2.2276 | 2.7799 | 1.7531 | 1.7272 | 1.7421 | 1.7126 |
Largest Winning Trade | 316153 | 316153 | 50592 | 566211 | 566211 | 251740 |
Largest Losing Trade | -26066 | -18108 | -26066 | -211228 | -211228 | -160885 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 7202 | 3554 | 3648 | 7202 | 3554 | 3648 |
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 | 328589 | 289118 | -278640 | -270941 | -325793 | -280132 |
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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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