Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282234.3144 | 254574.2262 | 27660.0882 | 78076.9169 | 111389.2638 | -33312.3468 |
Total P&L (%) | 282.2343 | 254.5742 | 27.6601 | 78.0769 | 111.3893 | -33.3123 |
Avg Daily Profit (%) | 0.271 | 0.2444 | 0.0266 | 0.0554 | 0.0719 | -0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70031 | -75417 | -70247 | -192819 | -195214 | -100113 |
Profit Factor | 1.3211 | 1.5593 | 1.0653 | 1.054 | 1.1472 | 0.9516 |
Total Trades | 607 | 304 | 303 | 607 | 304 | 303 |
Winning Trades | 278 | 136 | 142 | 278 | 136 | 142 |
Losing Trades | 329 | 168 | 161 | 329 | 168 | 161 |
Profitability (%) | 45.799 | 44.7368 | 46.8647 | 45.799 | 44.7368 | 46.8647 |
Ratio Avg Win / Avg Loss | 1.5634 | 1.9262 | 1.2078 | 1.2474 | 1.4172 | 1.079 |
Largest Winning Trade | 279389 | 279389 | 23314 | 259363 | 259363 | 55045 |
Largest Losing Trade | -21575 | -21575 | -16256 | -56986 | -56986 | -49495 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 24602 | 11230 | 13371 | 24602 | 11230 | 13371 |
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 | 399199 | 351632 | -309651 | -278489 | -156534 | -579301 |
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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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