Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470404.0385 | 439061.8567 | 31342.1818 | -15068.7821 | 140528.0016 | -155596.7837 |
Total P&L (%) | 470.404 | 439.0619 | 31.3422 | -15.0688 | 140.528 | -155.5968 |
Avg Daily Profit (%) | 0.1981 | 0.1849 | 0.0132 | -0.0069 | 0.037 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206836 | -108801 | -292060 | -233710 | -100902 | -344226 |
Profit Factor | 1.1248 | 1.2523 | 1.0155 | 0.9954 | 1.0942 | 0.9135 |
Total Trades | 1205 | 603 | 602 | 1205 | 603 | 602 |
Winning Trades | 516 | 261 | 255 | 516 | 261 | 255 |
Losing Trades | 689 | 342 | 347 | 689 | 342 | 347 |
Profitability (%) | 42.8216 | 43.2836 | 42.3588 | 42.8216 | 43.2836 | 42.3588 |
Ratio Avg Win / Avg Loss | 1.5019 | 1.641 | 1.3818 | 1.3292 | 1.4338 | 1.2431 |
Largest Winning Trade | 52447 | 52447 | 43925 | 59266 | 38883 | 59266 |
Largest Losing Trade | -42221 | -26164 | -42221 | -46290 | -34466 | -46290 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 14184 | 6535 | 7649 | 14184 | 6535 | 7649 |
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 | -70764 | 311627 | -381837 | -575371 | -260113 | -579215 |
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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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