Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405564.9868 | 399079.6796 | 6485.3072 | 3239.5103 | 71065.2951 | -67825.7848 |
Total P&L (%) | 405.565 | 399.0797 | 6.4853 | 3.2395 | 71.0653 | -67.8258 |
Avg Daily Profit (%) | 0.1947 | 0.1916 | 0.0031 | 0.0015 | 0.0258 | -0.0544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144775 | -140952 | -142555 | -165475 | -135518 | -115570 |
Profit Factor | 1.2167 | 1.4084 | 1.0073 | 1.002 | 1.0817 | 0.913 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 291 | 138 | 153 | 291 | 138 | 153 |
Losing Trades | 231 | 123 | 108 | 231 | 123 | 108 |
Profitability (%) | 55.7471 | 52.8736 | 58.6207 | 55.7471 | 52.8736 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.9658 | 1.2553 | 0.711 | 0.7954 | 0.9641 | 0.6445 |
Largest Winning Trade | 163105 | 163105 | 51882 | 80555 | 80555 | 34250 |
Largest Losing Trade | -34503 | -34503 | -30406 | -48684 | -46313 | -48684 |
Avg Bars in Trades | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Winners | 41 | 33 | 48 | 41 | 33 | 48 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 24742 | 11380 | 13362 | 24742 | 11380 | 13362 |
Profit Streak | 0 | 0 | 20.1521 | 0 | 0 | 20.1521 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322435 | 341207 | -566168 | -573104 | -289615 | -578295 |
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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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