Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512059.421 | 490958.7187 | 21100.7023 | -35601.0204 | 144407.8302 | -180008.8505 |
Total P&L (%) | 512.0594 | 490.9587 | 21.1007 | -35.601 | 144.4078 | -180.0089 |
Avg Daily Profit (%) | 0.2744 | 0.2631 | 0.0113 | -0.0236 | 0.0479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178580 | -105471 | -194111 | -257584 | -105444 | -252995 |
Profit Factor | 1.2232 | 1.4262 | 1.0185 | 0.9808 | 1.1538 | 0.8028 |
Total Trades | 831 | 416 | 415 | 831 | 416 | 415 |
Winning Trades | 403 | 196 | 207 | 403 | 196 | 207 |
Losing Trades | 428 | 220 | 208 | 428 | 220 | 208 |
Profitability (%) | 48.4958 | 47.1154 | 49.8795 | 48.4958 | 47.1154 | 49.8795 |
Ratio Avg Win / Avg Loss | 1.2991 | 1.6008 | 1.0234 | 1.0416 | 1.2951 | 0.8066 |
Largest Winning Trade | 264455 | 264455 | 86189 | 139684 | 139684 | 68102 |
Largest Losing Trade | -35037 | -32485 | -35037 | -55569 | -38018 | -55569 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 22218 | 10110 | 12108 | 22218 | 10110 | 12108 |
Profit Streak | 0 | 0 | 7.7864 | 0 | 0 | 7.7864 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458574 | 392454 | -381568 | -574661 | -179472 | -578256 |
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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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