Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349084.2034 | 323327.4872 | 25756.7161 | -2158.131 | 1170344.751 | -1172502.882 |
Total P&L (%) | 349.0842 | 323.3275 | 25.7567 | -2.1581 | 1170.3448 | -1172.5029 |
Avg Daily Profit (%) | 0.2158 | 0.1998 | 0.0159 | -0.0013 | 0.1572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261219 | -167679 | -166264 | -2346959 | -1276790 | -2125851 |
Profit Factor | 1.1523 | 1.2861 | 1.0222 | 0.9998 | 1.1813 | 0.8282 |
Total Trades | 960 | 480 | 480 | 960 | 480 | 480 |
Winning Trades | 474 | 242 | 232 | 474 | 242 | 232 |
Losing Trades | 486 | 238 | 248 | 486 | 238 | 248 |
Profitability (%) | 49.375 | 50.4167 | 48.3333 | 49.375 | 50.4167 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.1815 | 1.2648 | 1.0927 | 1.0252 | 1.1618 | 0.8853 |
Largest Winning Trade | 174370 | 174370 | 41077 | 812093 | 812093 | 702165 |
Largest Losing Trade | -31716 | -31264 | -31716 | -475364 | -275637 | -475364 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 19201 | 10193 | 9008 | 19201 | 10193 | 9008 |
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 | -39728 | 356513 | -369616 | -573646 | -11116 | -579195 |
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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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