Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350910.8438 | 334471.7681 | 16439.0757 | -74617.351 | 18615.1705 | -93232.5215 |
Total P&L (%) | 350.9108 | 334.4718 | 16.4391 | -74.6174 | 18.6152 | -93.2325 |
Avg Daily Profit (%) | 0.2376 | 0.2265 | 0.0111 | -0.0928 | 0.0116 | -0.1822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142796 | -117861 | -111455 | -281595 | -158243 | -183932 |
Profit Factor | 1.1871 | 1.35 | 1.0179 | 0.9644 | 1.0182 | 0.9131 |
Total Trades | 750 | 375 | 375 | 750 | 375 | 375 |
Winning Trades | 351 | 164 | 187 | 351 | 164 | 187 |
Losing Trades | 399 | 211 | 188 | 399 | 211 | 188 |
Profitability (%) | 46.8 | 43.7333 | 49.8667 | 46.8 | 43.7333 | 49.8667 |
Ratio Avg Win / Avg Loss | 1.3494 | 1.7368 | 1.0233 | 1.0963 | 1.31 | 0.918 |
Largest Winning Trade | 398962 | 398962 | 35640 | 173110 | 173110 | 41003 |
Largest Losing Trade | -35408 | -18166 | -35408 | -53484 | -25455 | -53484 |
Avg Bars in Trades | 23 | 19 | 26 | 23 | 19 | 26 |
Avg Bars in Winners | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 17547 | 7475 | 10072 | 17547 | 7475 | 10072 |
Profit Streak | 0 | 0 | 10.4842 | 0 | 0 | 10.4842 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3846 | 309368 | -385814 | -576160 | -386509 | -578494 |
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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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