Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351036.2237 | 339279.1672 | 11757.0566 | -14370.0396 | 61134.8327 | -75504.8723 |
Total P&L (%) | 351.0362 | 339.2792 | 11.7571 | -14.37 | 61.1348 | -75.5049 |
Avg Daily Profit (%) | 0.1685 | 0.1629 | 0.0056 | -0.0074 | 0.0229 | -0.0675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113451 | -149332 | -196465 | -170683 | -81905 | -177542 |
Profit Factor | 1.2309 | 1.4443 | 1.0155 | 0.9883 | 1.1008 | 0.8795 |
Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
Winning Trades | 264 | 128 | 136 | 264 | 128 | 136 |
Losing Trades | 310 | 159 | 151 | 310 | 159 | 151 |
Profitability (%) | 45.993 | 44.5993 | 47.3868 | 45.993 | 44.5993 | 47.3868 |
Ratio Avg Win / Avg Loss | 1.4454 | 1.7941 | 1.1275 | 1.1606 | 1.3674 | 0.9765 |
Largest Winning Trade | 255351 | 255351 | 51576 | 93414 | 93414 | 53220 |
Largest Losing Trade | -35635 | -23986 | -35635 | -43675 | -21288 | -43675 |
Avg Bars in Trades | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Winners | 56 | 48 | 63 | 56 | 48 | 63 |
Avg Bars in Losers | 31 | 34 | 29 | 31 | 34 | 29 |
Bars Traded | 24737 | 11638 | 13098 | 24737 | 11638 | 13098 |
Profit Streak | 0 | 0 | 24.812 | 0 | 0 | 24.812 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304351 | 296132 | -498438 | -577670 | -273659 | -579384 |
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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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