Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422179.1019 | 285923.0929 | 136256.009 | 314063.8949 | -655953.2163 | 970017.1112 |
Total P&L (%) | 422.1791 | 285.9231 | 136.256 | 314.0639 | -655.9532 | 970.0171 |
Avg Daily Profit (%) | 0.1775 | 0.1202 | 0.0573 | 0.0598 | 0 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194003 | -182370 | -42906 | -2994155 | -2714400 | -731924 |
Profit Factor | 1.3049 | 1.3021 | 1.3109 | 1.0275 | 0.9179 | 1.284 |
Total Trades | 553 | 276 | 277 | 553 | 276 | 277 |
Winning Trades | 255 | 114 | 141 | 255 | 114 | 141 |
Losing Trades | 298 | 162 | 136 | 298 | 162 | 136 |
Profitability (%) | 46.1121 | 41.3043 | 50.9025 | 46.1121 | 41.3043 | 50.9025 |
Ratio Avg Win / Avg Loss | 1.5249 | 1.8504 | 1.2645 | 1.2008 | 1.3044 | 1.2384 |
Largest Winning Trade | 140401 | 140401 | 22779 | 852944 | 852944 | 375170 |
Largest Losing Trade | -29341 | -29341 | -13072 | -488457 | -488457 | -225949 |
Avg Bars in Trades | 12 | 22 | 3 | 12 | 22 | 3 |
Avg Bars in Winners | 17 | 34 | 3 | 17 | 34 | 3 |
Avg Bars in Losers | 9 | 14 | 3 | 9 | 14 | 3 |
Bars Traded | 7104 | 6171 | 933 | 7104 | 6171 | 933 |
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 | 371118 | -33543 | -114991 | -301718 | -581327 | -58187 |
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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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