Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296822.5888 | 95119.4145 | 201703.1742 | 56981.8005 | 15707.6993 | 41274.1012 |
Total P&L (%) | 296.8226 | 95.1194 | 201.7032 | 56.9818 | 15.7077 | 41.2741 |
Avg Daily Profit (%) | 0.1962 | 0.0629 | 0.1333 | 0.0298 | 0.0096 | 0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209552 | -95844 | -186321 | -1280763 | -322137 | -1104599 |
Profit Factor | 1.2053 | 1.1478 | 1.2515 | 1.0122 | 1.0079 | 1.0154 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 301 | 142 | 159 | 301 | 142 | 159 |
Losing Trades | 245 | 131 | 114 | 245 | 131 | 114 |
Profitability (%) | 55.1282 | 52.0147 | 58.2418 | 55.1282 | 52.0147 | 58.2418 |
Ratio Avg Win / Avg Loss | 0.981 | 1.0588 | 0.8973 | 0.8239 | 0.9298 | 0.728 |
Largest Winning Trade | 38317 | 38317 | 27464 | 150019 | 109991 | 150019 |
Largest Losing Trade | -70770 | -24557 | -70770 | -796971 | -134905 | -796971 |
Avg Bars in Trades | 8 | 4 | 11 | 8 | 4 | 11 |
Avg Bars in Winners | 7 | 4 | 9 | 7 | 4 | 9 |
Avg Bars in Losers | 9 | 5 | 14 | 9 | 5 | 14 |
Bars Traded | 4503 | 1320 | 3184 | 4503 | 1320 | 3184 |
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 | 332001 | -165570 | -14716 | -358874 | -401764 | -367480 |
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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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