Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515974.6969 | 420992.3695 | 94982.3274 | 646924.1689 | 130238.1934 | 516685.9755 |
Total P&L (%) | 515.9747 | 420.9924 | 94.9823 | 646.9242 | 130.2382 | 516.686 |
Avg Daily Profit (%) | 0.2768 | 0.2259 | 0.051 | 0.1079 | 0.0448 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184916 | -185434 | -109483 | -2726717 | -2922980 | -1269690 |
Profit Factor | 1.276 | 1.4444 | 1.103 | 1.0307 | 1.0118 | 1.0516 |
Total Trades | 749 | 375 | 374 | 749 | 375 | 374 |
Winning Trades | 272 | 132 | 140 | 272 | 132 | 140 |
Losing Trades | 477 | 243 | 234 | 477 | 243 | 234 |
Profitability (%) | 36.3151 | 35.2 | 37.4332 | 36.3151 | 35.2 | 37.4332 |
Ratio Avg Win / Avg Loss | 2.2376 | 2.659 | 1.8435 | 1.8075 | 1.8626 | 1.7576 |
Largest Winning Trade | 170822 | 170822 | 38422 | 928004 | 928004 | 626998 |
Largest Losing Trade | -32602 | -17005 | -32602 | -395849 | -387555 | -395849 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 22299 | 10855 | 11444 | 22299 | 10855 | 11444 |
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 | 309985 | 210486 | -234504 | -235235 | -343652 | -228383 |
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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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