Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793692.5033 | 791887.9913 | 1804.512 | 77064.0116 | 298564.3091 | -221500.2974 |
Total P&L (%) | 793.6925 | 791.888 | 1.8045 | 77.064 | 298.5643 | -221.5003 |
Avg Daily Profit (%) | 0.3417 | 0.3409 | 0.0008 | 0.0246 | 0.0595 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187699 | -195257 | -218501 | -1043911 | -733898 | -718430 |
Profit Factor | 1.4443 | 1.829 | 1.0022 | 1.0139 | 1.099 | 0.9122 |
Total Trades | 525 | 263 | 262 | 525 | 263 | 262 |
Winning Trades | 184 | 84 | 100 | 184 | 84 | 100 |
Losing Trades | 341 | 179 | 162 | 341 | 179 | 162 |
Profitability (%) | 35.0476 | 31.9392 | 38.1679 | 35.0476 | 31.9392 | 38.1679 |
Ratio Avg Win / Avg Loss | 2.6766 | 3.8975 | 1.6235 | 1.8791 | 2.342 | 1.4777 |
Largest Winning Trade | 401675 | 401675 | 57878 | 786411 | 786411 | 219145 |
Largest Losing Trade | -40852 | -40852 | -30446 | -260766 | -243358 | -260766 |
Avg Bars in Trades | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Winners | 47 | 56 | 40 | 47 | 56 | 40 |
Avg Bars in Losers | 13 | 16 | 11 | 13 | 16 | 11 |
Bars Traded | 13542 | 7680 | 5862 | 13542 | 7680 | 5862 |
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 | 307146 | 244331 | -578084 | -366903 | -229809 | -582619 |
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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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