Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292166.1128 | 188520.5829 | 103645.5299 | 556667.0548 | 558392.9479 | -1725.893 |
Total P&L (%) | 292.1661 | 188.5206 | 103.6455 | 556.6671 | 558.3929 | -1.7259 |
Avg Daily Profit (%) | 0.2805 | 0.181 | 0.0995 | 0.1808 | 0.1811 | -0.0017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68593 | -66321 | -61310 | -731756 | -191991 | -661518 |
Profit Factor | 1.4064 | 1.5539 | 1.2738 | 1.196 | 1.4596 | 0.9989 |
Total Trades | 531 | 265 | 266 | 531 | 265 | 266 |
Winning Trades | 240 | 119 | 121 | 240 | 119 | 121 |
Losing Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Profitability (%) | 45.1977 | 44.9057 | 45.4887 | 45.1977 | 44.9057 | 45.4887 |
Ratio Avg Win / Avg Loss | 1.7052 | 1.9065 | 1.5264 | 1.4502 | 1.7908 | 1.1971 |
Largest Winning Trade | 54784 | 54784 | 47065 | 332411 | 332411 | 280617 |
Largest Losing Trade | -19184 | -13189 | -19184 | -185296 | -70684 | -185296 |
Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Winners | 69 | 60 | 78 | 69 | 60 | 78 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 24718 | 11309 | 13409 | 24718 | 11309 | 13409 |
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 | 398202 | 325973 | -60018 | 139767 | 320259 | -580029 |
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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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