Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365592.3558 | 271847.4487 | 93744.9072 | 552844.0893 | 414836.2442 | 138007.845 |
Total P&L (%) | 365.5924 | 271.8474 | 93.7449 | 552.8441 | 414.8362 | 138.0078 |
Avg Daily Profit (%) | 0.351 | 0.261 | 0.09 | 0.1803 | 0.1574 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89123 | -53581 | -66194 | -534330 | -239531 | -492452 |
Profit Factor | 1.2371 | 1.349 | 1.1228 | 1.1277 | 1.1923 | 1.0635 |
Total Trades | 741 | 371 | 370 | 741 | 371 | 370 |
Winning Trades | 378 | 177 | 201 | 378 | 177 | 201 |
Losing Trades | 363 | 194 | 169 | 363 | 194 | 169 |
Profitability (%) | 51.0121 | 47.7089 | 54.3243 | 51.0121 | 47.7089 | 54.3243 |
Ratio Avg Win / Avg Loss | 1.188 | 1.4786 | 0.9441 | 1.0829 | 1.3068 | 0.8942 |
Largest Winning Trade | 48671 | 48671 | 20597 | 246689 | 246689 | 114637 |
Largest Losing Trade | -42973 | -15408 | -42973 | -153923 | -120110 | -153923 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 24742 | 13011 | 11731 | 24742 | 13011 | 11731 |
Profit Streak | 0 | 0 | 11.6835 | 0 | 0 | 11.6835 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454053 | 324674 | -156879 | -68197 | -1261 | -231041 |
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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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