Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331559.7157 | 152938.7081 | 178621.0076 | 634702.3164 | -6047.0022 | 640749.3185 |
Total P&L (%) | 331.5597 | 152.9387 | 178.621 | 634.7023 | -6.047 | 640.7493 |
Avg Daily Profit (%) | 0.2955 | 0.1363 | 0.1592 | 0.1779 | -0.0056 | 0.1786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82742 | -58812 | -54900 | -907908 | -646652 | -551154 |
Profit Factor | 1.3209 | 1.2855 | 1.3591 | 1.0899 | 0.9983 | 1.187 |
Total Trades | 640 | 320 | 320 | 640 | 320 | 320 |
Winning Trades | 325 | 151 | 174 | 325 | 151 | 174 |
Losing Trades | 315 | 169 | 146 | 315 | 169 | 146 |
Profitability (%) | 50.7813 | 47.1875 | 54.375 | 50.7813 | 47.1875 | 54.375 |
Ratio Avg Win / Avg Loss | 1.2803 | 1.4387 | 1.1404 | 1.0564 | 1.1173 | 0.996 |
Largest Winning Trade | 98118 | 98118 | 21822 | 250667 | 250667 | 234537 |
Largest Losing Trade | -20365 | -20365 | -19039 | -182540 | -181029 | -182540 |
Avg Bars in Trades | 20 | 16 | 25 | 20 | 16 | 25 |
Avg Bars in Winners | 23 | 17 | 28 | 23 | 17 | 28 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 13319 | 5206 | 8113 | 13319 | 5206 | 8113 |
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 | 445386 | -10750 | 348487 | -110045 | -578809 | -6694 |
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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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