Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586161.5783 | 540763.2097 | 45398.3686 | 124216.7569 | 640895.2144 | -516678.4575 |
Total P&L (%) | 586.1616 | 540.7632 | 45.3984 | 124.2168 | 640.8952 | -516.6785 |
Avg Daily Profit (%) | 0.2345 | 0.2163 | 0.0182 | 0.0323 | 0.0802 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136092 | -131579 | -93001 | -1491230 | -1160326 | -772153 |
Profit Factor | 1.3729 | 1.6894 | 1.0577 | 1.0157 | 1.1551 | 0.8635 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 186 | 92 | 94 | 186 | 92 | 94 |
Losing Trades | 240 | 121 | 119 | 240 | 121 | 119 |
Profitability (%) | 43.662 | 43.1925 | 44.1315 | 43.662 | 43.1925 | 44.1315 |
Ratio Avg Win / Avg Loss | 1.7715 | 2.222 | 1.3389 | 1.3106 | 1.5192 | 1.0932 |
Largest Winning Trade | 301336 | 301336 | 53917 | 755075 | 755075 | 179836 |
Largest Losing Trade | -39665 | -27954 | -39665 | -367832 | -367832 | -231985 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 25 | 22 | 27 | 25 | 22 | 27 |
Bars Traded | 14877 | 7227 | 7649 | 14877 | 7227 | 7649 |
Profit Streak | 0 | 0 | 41.759 | 0 | 0 | 41.759 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350464 | 334451 | -328177 | -353236 | -136442 | -579846 |
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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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