Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962353.2165 | 867406.6019 | 94946.6145 | 457737.7105 | 520788.2255 | -63050.515 |
Total P&L (%) | 962.3532 | 867.4066 | 94.9466 | 457.7377 | 520.7882 | -63.0505 |
Avg Daily Profit (%) | 0.4162 | 0.3751 | 0.0411 | 0.0744 | 0.079 | -0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144871 | -116691 | -209376 | -2365546 | -2042446 | -924221 |
Profit Factor | 1.5581 | 1.9891 | 1.1121 | 1.0407 | 1.0871 | 0.988 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 159 | 74 | 85 | 159 | 74 | 85 |
Losing Trades | 289 | 150 | 139 | 289 | 150 | 139 |
Profitability (%) | 35.4911 | 33.0357 | 37.9464 | 35.4911 | 33.0357 | 37.9464 |
Ratio Avg Win / Avg Loss | 2.8321 | 4.0319 | 1.8185 | 1.8916 | 2.2035 | 1.6157 |
Largest Winning Trade | 519426 | 519426 | 60317 | 1425154 | 1425154 | 365101 |
Largest Losing Trade | -32275 | -32275 | -24799 | -358816 | -336605 | -358816 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 13739 | 6194 | 7545 | 13739 | 6194 | 7545 |
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 | 336839 | 273986 | -238282 | -271592 | -216412 | -582070 |
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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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