Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615684.0743 | 597419.4631 | 18264.6112 | -17290.1939 | 972354.8568 | -989645.0507 |
Total P&L (%) | 615.6841 | 597.4195 | 18.2646 | -17.2902 | 972.3549 | -989.6451 |
Avg Daily Profit (%) | 0.2593 | 0.2516 | 0.0077 | -0.008 | 0.0999 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259174 | -172357 | -168256 | -5527444 | -3888924 | -2092386 |
Profit Factor | 1.3868 | 1.7822 | 1.0221 | 0.9989 | 1.1121 | 0.8727 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 187 | 84 | 103 | 187 | 84 | 103 |
Losing Trades | 232 | 126 | 106 | 232 | 126 | 106 |
Profitability (%) | 44.6301 | 40 | 49.2823 | 44.6301 | 40 | 49.2823 |
Ratio Avg Win / Avg Loss | 1.7205 | 2.6732 | 1.0518 | 1.2393 | 1.6681 | 0.8981 |
Largest Winning Trade | 220259 | 220259 | 61656 | 2950390 | 2950390 | 606491 |
Largest Losing Trade | -53254 | -31444 | -53254 | -1313908 | -1313908 | -979187 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 14140 | 6502 | 7638 | 14140 | 6502 | 7638 |
Profit Streak | 0 | 0 | 16.115 | 0 | 0 | 16.115 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373361 | 306471 | -386025 | -579009 | -158622 | -579941 |
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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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