Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518968.3418 | 487562.6239 | 31405.7178 | -6637.9069 | 230331.8708 | -236969.7777 |
Total P&L (%) | 518.9683 | 487.5626 | 31.4057 | -6.6379 | 230.3319 | -236.9698 |
Avg Daily Profit (%) | 0.277 | 0.2603 | 0.0168 | -0.0037 | 0.0638 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164806 | -134550 | -168617 | -378175 | -198657 | -322477 |
Profit Factor | 1.2396 | 1.4457 | 1.0293 | 0.997 | 1.2082 | 0.7818 |
Total Trades | 771 | 386 | 385 | 771 | 386 | 385 |
Winning Trades | 366 | 180 | 186 | 366 | 180 | 186 |
Losing Trades | 405 | 206 | 199 | 405 | 206 | 199 |
Profitability (%) | 47.4708 | 46.6321 | 48.3117 | 47.4708 | 46.6321 | 48.3117 |
Ratio Avg Win / Avg Loss | 1.3717 | 1.6545 | 1.1012 | 1.1032 | 1.3827 | 0.8365 |
Largest Winning Trade | 259555 | 259555 | 86231 | 241764 | 241764 | 74141 |
Largest Losing Trade | -30796 | -30796 | -29278 | -93280 | -93280 | -77407 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 22216 | 10652 | 11564 | 22216 | 10652 | 11564 |
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 | 422365 | 383470 | -360942 | -575789 | -107774 | -579977 |
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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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