Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579704.5542 | 316746.6447 | 262957.9095 | 2030211.4333 | -925682.5797 | 2955894.013 |
Total P&L (%) | 579.7046 | 316.7466 | 262.9579 | 2030.2114 | -925.6826 | 2955.894 |
Avg Daily Profit (%) | 0.3182 | 0.1739 | 0.1444 | 0.1681 | 0 | 0.1879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83967 | -85559 | -62857 | -3514985 | -3613305 | -1121296 |
Profit Factor | 1.4348 | 1.4616 | 1.4064 | 1.083 | 0.9284 | 1.2562 |
Total Trades | 865 | 433 | 432 | 865 | 433 | 432 |
Winning Trades | 266 | 120 | 146 | 266 | 120 | 146 |
Losing Trades | 599 | 313 | 286 | 599 | 313 | 286 |
Profitability (%) | 30.7514 | 27.7136 | 33.7963 | 30.7514 | 27.7136 | 33.7963 |
Ratio Avg Win / Avg Loss | 3.231 | 3.8123 | 2.755 | 2.4388 | 2.4215 | 2.4608 |
Largest Winning Trade | 110615 | 110615 | 55971 | 2007778 | 2007778 | 1149839 |
Largest Losing Trade | -12105 | -11525 | -12105 | -277609 | -276491 | -277609 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 21732 | 9763 | 11969 | 21732 | 9763 | 11969 |
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 | 301570 | -6289 | -2815 | -123044 | -593869 | 163454 |
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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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