Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448036.9326 | 414118.2077 | 33918.7249 | -40603.873 | 848017.0023 | -888620.8753 |
Total P&L (%) | 448.0369 | 414.1182 | 33.9187 | -40.6039 | 848.017 | -888.6209 |
Avg Daily Profit (%) | 0.2822 | 0.2608 | 0.0214 | -0.0328 | 0.1418 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266944 | -105843 | -191914 | -2310966 | -732760 | -1808358 |
Profit Factor | 1.2126 | 1.3873 | 1.0327 | 0.9946 | 1.2254 | 0.7614 |
Total Trades | 760 | 380 | 380 | 760 | 380 | 380 |
Winning Trades | 375 | 190 | 185 | 375 | 190 | 185 |
Losing Trades | 385 | 190 | 195 | 385 | 190 | 195 |
Profitability (%) | 49.3421 | 50 | 48.6842 | 49.3421 | 50 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.245 | 1.3873 | 1.0885 | 1.0211 | 1.2254 | 0.8025 |
Largest Winning Trade | 271225 | 271225 | 50105 | 687451 | 687451 | 482024 |
Largest Losing Trade | -49461 | -41103 | -49461 | -375249 | -321501 | -375249 |
Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Winners | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Losers | 23 | 29 | 18 | 23 | 29 | 18 |
Bars Traded | 18815 | 10278 | 8537 | 18815 | 10278 | 8537 |
Profit Streak | 0 | 0 | 7.6571 | 0 | 0 | 7.6571 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427155 | 376816 | -349783 | -575119 | -2019 | -578903 |
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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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