Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445063.881 | 399498.3318 | 45565.5492 | 169287.4801 | 73786.426 | 95501.0542 |
Total P&L (%) | 445.0639 | 399.4983 | 45.5655 | 169.2875 | 73.7864 | 95.5011 |
Avg Daily Profit (%) | 0.2384 | 0.214 | 0.0244 | 0.0531 | 0.0296 | 0.0359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126500 | -92604 | -105568 | -444473 | -370861 | -185135 |
Profit Factor | 1.3736 | 1.6683 | 1.0768 | 1.0573 | 1.0466 | 1.0695 |
Total Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Winning Trades | 241 | 110 | 131 | 241 | 110 | 131 |
Losing Trades | 296 | 159 | 137 | 296 | 159 | 137 |
Profitability (%) | 44.879 | 40.8922 | 48.8806 | 44.879 | 40.8922 | 48.8806 |
Ratio Avg Win / Avg Loss | 1.6871 | 2.4114 | 1.1261 | 1.2986 | 1.5128 | 1.1185 |
Largest Winning Trade | 330373 | 330373 | 48576 | 222756 | 222756 | 127196 |
Largest Losing Trade | -34818 | -34818 | -24528 | -84621 | -84621 | -51941 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 59 | 53 | 64 | 59 | 53 | 64 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 22085 | 9747 | 12338 | 22085 | 9747 | 12338 |
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 | 374701 | 295565 | -297636 | -278764 | -324158 | -288543 |
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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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