Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440646.6066 | 401614.7373 | 39031.8693 | 36730.9045 | 295679.5586 | -258948.6542 |
Total P&L (%) | 440.6466 | 401.6147 | 39.0319 | 36.7309 | 295.6796 | -258.9487 |
Avg Daily Profit (%) | 0.2115 | 0.1928 | 0.0187 | 0.015 | 0.066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140706 | -87633 | -195740 | -423115 | -335964 | -537189 |
Profit Factor | 1.2502 | 1.4609 | 1.0439 | 1.0108 | 1.1778 | 0.8503 |
Total Trades | 703 | 351 | 352 | 703 | 351 | 352 |
Winning Trades | 322 | 154 | 168 | 322 | 154 | 168 |
Losing Trades | 381 | 197 | 184 | 381 | 197 | 184 |
Profitability (%) | 45.8037 | 43.8746 | 47.7273 | 45.8037 | 43.8746 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.4793 | 1.8688 | 1.1433 | 1.196 | 1.5067 | 0.9312 |
Largest Winning Trade | 231496 | 231496 | 52501 | 344986 | 344986 | 111426 |
Largest Losing Trade | -43985 | -26271 | -43985 | -177120 | -120095 | -177120 |
Avg Bars in Trades | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Winners | 48 | 41 | 53 | 48 | 41 | 53 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 24661 | 11080 | 13581 | 24661 | 11080 | 13581 |
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 | 343428 | 310867 | -341992 | -381871 | -129656 | -580377 |
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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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