Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605270.1256 | 600281.9225 | 4988.2031 | -78787.2446 | -106325.9242 | 27538.6796 |
Total P&L (%) | 605.2701 | 600.2819 | 4.9882 | -78.7872 | -106.3259 | 27.5387 |
Avg Daily Profit (%) | 0.3219 | 0.3192 | 0.0027 | -0.0824 | 0 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247431 | -211575 | -81051 | -682772 | -619612 | -92395 |
Profit Factor | 1.3677 | 1.4724 | 1.0133 | 0.9597 | 0.931 | 1.0664 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 179 | 78 | 101 | 179 | 78 | 101 |
Losing Trades | 255 | 139 | 116 | 255 | 139 | 116 |
Profitability (%) | 41.2442 | 35.9447 | 46.5438 | 41.2442 | 35.9447 | 46.5438 |
Ratio Avg Win / Avg Loss | 1.9484 | 2.6239 | 1.1638 | 1.3672 | 1.6591 | 1.2248 |
Largest Winning Trade | 374546 | 374546 | 24260 | 216763 | 216763 | 46075 |
Largest Losing Trade | -39073 | -39073 | -21373 | -206132 | -206132 | -56138 |
Avg Bars in Trades | 51 | 97 | 5 | 51 | 97 | 5 |
Avg Bars in Winners | 66 | 145 | 5 | 66 | 145 | 5 |
Avg Bars in Losers | 41 | 70 | 5 | 41 | 70 | 5 |
Bars Traded | 22373 | 21097 | 1276 | 22373 | 21097 | 1276 |
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 | 343861 | 231110 | -561439 | -580248 | -582885 | -326875 |
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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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