Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431486.2778 | 381455.1161 | 50031.1617 | 170829.5347 | 163897.5649 | 6931.9698 |
Total P&L (%) | 431.4863 | 381.4551 | 50.0312 | 170.8295 | 163.8976 | 6.932 |
Avg Daily Profit (%) | 0.2318 | 0.2049 | 0.0269 | 0.0535 | 0.0521 | 0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89160 | -86719 | -123740 | -891753 | -902066 | -636751 |
Profit Factor | 1.215 | 1.3813 | 1.0497 | 1.0146 | 1.0275 | 1.0012 |
Total Trades | 909 | 455 | 454 | 909 | 455 | 454 |
Winning Trades | 441 | 216 | 225 | 441 | 216 | 225 |
Losing Trades | 468 | 239 | 229 | 468 | 239 | 229 |
Profitability (%) | 48.5149 | 47.4725 | 49.5595 | 48.5149 | 47.4725 | 49.5595 |
Ratio Avg Win / Avg Loss | 1.2894 | 1.5284 | 1.0684 | 1.0767 | 1.1369 | 1.019 |
Largest Winning Trade | 173102 | 173102 | 32363 | 311464 | 311464 | 277065 |
Largest Losing Trade | -40551 | -29224 | -40551 | -278367 | -190181 | -278367 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 22216 | 10419 | 11797 | 22216 | 10419 | 11797 |
Profit Streak | 0 | 0 | 2.8877 | 0 | 0 | 2.8877 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443585 | 377001 | -323474 | -321035 | -312398 | -572315 |
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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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