Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497705.9984 | 442805.5249 | 54900.4735 | -5056.7408 | 59316.8295 | -64373.5702 |
Total P&L (%) | 497.706 | 442.8055 | 54.9005 | -5.0567 | 59.3168 | -64.3736 |
Avg Daily Profit (%) | 0.3359 | 0.2988 | 0.037 | -0.0035 | 0.0314 | -0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151595 | -113860 | -85758 | -604192 | -376740 | -356414 |
Profit Factor | 1.3481 | 1.6061 | 1.0785 | 0.9985 | 1.0338 | 0.9621 |
Total Trades | 607 | 303 | 304 | 607 | 303 | 304 |
Winning Trades | 228 | 94 | 134 | 228 | 94 | 134 |
Losing Trades | 379 | 209 | 170 | 379 | 209 | 170 |
Profitability (%) | 37.5618 | 31.0231 | 44.0789 | 37.5618 | 31.0231 | 44.0789 |
Ratio Avg Win / Avg Loss | 2.241 | 3.571 | 1.3683 | 1.6598 | 2.2986 | 1.2206 |
Largest Winning Trade | 384577 | 384577 | 70608 | 429881 | 429881 | 142413 |
Largest Losing Trade | -26181 | -15445 | -26181 | -97049 | -63014 | -97049 |
Avg Bars in Trades | 29 | 20 | 37 | 29 | 20 | 37 |
Avg Bars in Winners | 58 | 43 | 68 | 58 | 43 | 68 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 17605 | 6215 | 11390 | 17605 | 6215 | 11390 |
Profit Streak | 0 | 12.0539 | 0 | 0 | 12.0539 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319795 | 217985 | -279828 | -579388 | -339289 | -580379 |
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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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