Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368723.9587 | 301523.0395 | 67200.9192 | -7017.7964 | 54635.307 | -61653.1034 |
Total P&L (%) | 368.724 | 301.523 | 67.2009 | -7.0178 | 54.6353 | -61.6531 |
Avg Daily Profit (%) | 0.1939 | 0.1586 | 0.0353 | -0.0038 | 0.0229 | -0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138816 | -90607 | -204391 | -180410 | -85398 | -151641 |
Profit Factor | 1.162 | 1.2759 | 1.0568 | 0.9949 | 1.0809 | 0.9134 |
Total Trades | 717 | 359 | 358 | 717 | 359 | 358 |
Winning Trades | 354 | 180 | 174 | 354 | 180 | 174 |
Losing Trades | 363 | 179 | 184 | 363 | 179 | 184 |
Profitability (%) | 49.3724 | 50.1393 | 48.6034 | 49.3724 | 50.1393 | 48.6034 |
Ratio Avg Win / Avg Loss | 1.1916 | 1.2688 | 1.1175 | 1.0202 | 1.0749 | 0.9659 |
Largest Winning Trade | 75085 | 75085 | 32943 | 38436 | 28764 | 38436 |
Largest Losing Trade | -48438 | -48438 | -45713 | -79336 | -79336 | -63165 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 11233 | 5113 | 6120 | 11233 | 5113 | 6120 |
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 | -30959 | 317552 | -302855 | -575332 | -293180 | -579727 |
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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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