Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594832.0433 | 544174.9847 | 50657.0587 | 42986.5405 | 142295.5693 | -99309.0288 |
Total P&L (%) | 594.832 | 544.175 | 50.6571 | 42.9865 | 142.2956 | -99.309 |
Avg Daily Profit (%) | 0.3223 | 0.2948 | 0.0274 | 0.0194 | 0.048 | -0.2692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103728 | -118836 | -77794 | -707880 | -648333 | -358825 |
Profit Factor | 1.4148 | 1.6907 | 1.0784 | 1.0078 | 1.047 | 0.9597 |
Total Trades | 611 | 306 | 305 | 611 | 306 | 305 |
Winning Trades | 279 | 133 | 146 | 279 | 133 | 146 |
Losing Trades | 332 | 173 | 159 | 332 | 173 | 159 |
Profitability (%) | 45.6628 | 43.4641 | 47.8689 | 45.6628 | 43.4641 | 47.8689 |
Ratio Avg Win / Avg Loss | 1.6836 | 2.1992 | 1.1744 | 1.1993 | 1.3618 | 1.0451 |
Largest Winning Trade | 546314 | 546314 | 51631 | 493786 | 493786 | 177192 |
Largest Losing Trade | -27924 | -22856 | -27924 | -109464 | -109464 | -93218 |
Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 21 | 25 | 18 | 21 | 25 | 18 |
Bars Traded | 21886 | 11157 | 10729 | 21886 | 11157 | 10729 |
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 | 449455 | 379965 | -291581 | -379340 | -299232 | -578900 |
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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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