Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532765.176 | 456931.2814 | 75833.8946 | 204626.4957 | 1733455.8142 | -1528829.3186 |
Total P&L (%) | 532.7652 | 456.9313 | 75.8339 | 204.6265 | 1733.4558 | -1528.8293 |
Avg Daily Profit (%) | 0.2211 | 0.1896 | 0.0315 | 0.0462 | 0.1208 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207565 | -104753 | -269179 | -1861880 | -721856 | -2098841 |
Profit Factor | 1.2475 | 1.4611 | 1.0653 | 1.0211 | 1.397 | 0.7127 |
Total Trades | 595 | 298 | 297 | 595 | 298 | 297 |
Winning Trades | 252 | 124 | 128 | 252 | 124 | 128 |
Losing Trades | 343 | 174 | 169 | 343 | 174 | 169 |
Profitability (%) | 42.3529 | 41.6107 | 43.0976 | 42.3529 | 41.6107 | 43.0976 |
Ratio Avg Win / Avg Loss | 1.698 | 2.0502 | 1.4065 | 1.3899 | 1.9603 | 0.941 |
Largest Winning Trade | 135863 | 135863 | 40496 | 426340 | 426340 | 183983 |
Largest Losing Trade | -60979 | -43380 | -60979 | -362493 | -362493 | -256835 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 7167 | 3365 | 3801 | 7167 | 3365 | 3801 |
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 | 342163 | 278273 | -300969 | -328045 | -31558 | -582186 |
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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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