Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632510.4497 | 464534.6935 | 167975.7562 | 426278.2115 | 227689.3216 | 198588.8899 |
Total P&L (%) | 632.5105 | 464.5347 | 167.9758 | 426.2782 | 227.6893 | 198.5889 |
Avg Daily Profit (%) | 0.4249 | 0.312 | 0.1128 | 0.1116 | 0.0798 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85724 | -144580 | -79754 | -436434 | -545444 | -315521 |
Profit Factor | 1.3418 | 1.4569 | 1.2014 | 1.0609 | 1.0593 | 1.0628 |
Total Trades | 892 | 446 | 446 | 892 | 446 | 446 |
Winning Trades | 269 | 115 | 154 | 269 | 115 | 154 |
Losing Trades | 623 | 331 | 292 | 623 | 331 | 292 |
Profitability (%) | 30.157 | 25.7848 | 34.5291 | 30.157 | 25.7848 | 34.5291 |
Ratio Avg Win / Avg Loss | 3.1075 | 4.1932 | 2.278 | 2.457 | 3.0489 | 2.0153 |
Largest Winning Trade | 341431 | 341431 | 43240 | 309474 | 309474 | 102450 |
Largest Losing Trade | -21079 | -12359 | -21079 | -91713 | -91713 | -80499 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 40 | 48 | 34 | 40 | 48 | 34 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 17778 | 9811 | 7967 | 17778 | 9811 | 7967 |
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 | 310670 | -13570 | -45729 | -199197 | -264958 | -249040 |
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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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