Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360444.1332 | 329501.0304 | 30943.1027 | 83241.9563 | 290788.2447 | -207546.2884 |
Total P&L (%) | 360.4441 | 329.501 | 30.9431 | 83.242 | 290.7882 | -207.5463 |
Avg Daily Profit (%) | 0.2554 | 0.2335 | 0.0219 | 0.0429 | 0.0966 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132596 | -129770 | -109766 | -344943 | -234894 | -298187 |
Profit Factor | 1.1165 | 1.219 | 1.0195 | 1.017 | 1.1246 | 0.919 |
Total Trades | 1494 | 747 | 747 | 1494 | 747 | 747 |
Winning Trades | 925 | 469 | 456 | 925 | 469 | 456 |
Losing Trades | 569 | 278 | 291 | 569 | 278 | 291 |
Profitability (%) | 61.9143 | 62.7845 | 61.0442 | 61.9143 | 62.7845 | 61.0442 |
Ratio Avg Win / Avg Loss | 0.6868 | 0.7225 | 0.6506 | 0.6256 | 0.6666 | 0.5865 |
Largest Winning Trade | 25454 | 25454 | 19877 | 53169 | 53169 | 51523 |
Largest Losing Trade | -36683 | -31498 | -36683 | -99415 | -73100 | -99415 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 16907 | 8775 | 8132 | 16907 | 8775 | 8132 |
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 | -77021 | 414976 | -361906 | -330127 | -143416 | -575305 |
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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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