Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878107.58 | 715822.79 | 162284.79 | 381261.8258 | 330790.679 | 50471.1468 |
Total P&L (%) | 878.1076 | 715.8228 | 162.2848 | 381.2618 | 330.7907 | 50.4711 |
Avg Daily Profit (%) | 0.4675 | 0.3811 | 0.0864 | 0.0837 | 0.0778 | 0.0218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111166 | -114039 | -58110 | -937673 | -800170 | -303776 |
Profit Factor | 1.4943 | 1.6335 | 1.251 | 1.0451 | 1.06 | 1.0172 |
Total Trades | 510 | 255 | 255 | 510 | 255 | 255 |
Winning Trades | 233 | 102 | 131 | 233 | 102 | 131 |
Losing Trades | 277 | 153 | 124 | 277 | 153 | 124 |
Profitability (%) | 45.6863 | 40 | 51.3725 | 45.6863 | 40 | 51.3725 |
Ratio Avg Win / Avg Loss | 1.7764 | 2.4502 | 1.1841 | 1.2425 | 1.59 | 0.9628 |
Largest Winning Trade | 365313 | 365313 | 41131 | 1054102 | 1054102 | 109956 |
Largest Losing Trade | -37168 | -37168 | -23759 | -336766 | -336766 | -129868 |
Avg Bars in Trades | 21 | 36 | 7 | 21 | 36 | 7 |
Avg Bars in Winners | 27 | 52 | 7 | 27 | 52 | 7 |
Avg Bars in Losers | 17 | 25 | 7 | 17 | 25 | 7 |
Bars Traded | 11151 | 9227 | 1924 | 11151 | 9227 | 1924 |
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 | 502967 | 344451 | -76590 | -250862 | -245586 | -367182 |
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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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