Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596674.8075 | 513286.7937 | 83388.0138 | 260843.473 | -5291.9326 | 266135.4056 |
Total P&L (%) | 596.6748 | 513.2868 | 83.388 | 260.8435 | -5.2919 | 266.1354 |
Avg Daily Profit (%) | 0.2575 | 0.2215 | 0.036 | 0.0554 | -0.0023 | 0.056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249115 | -134944 | -300006 | -833501 | -574534 | -360214 |
Profit Factor | 1.2125 | 1.3839 | 1.0567 | 1.0522 | 0.9979 | 1.1085 |
Total Trades | 966 | 483 | 483 | 966 | 483 | 483 |
Winning Trades | 356 | 169 | 187 | 356 | 169 | 187 |
Losing Trades | 610 | 314 | 296 | 610 | 314 | 296 |
Profitability (%) | 36.853 | 34.9896 | 38.7164 | 36.853 | 34.9896 | 38.7164 |
Ratio Avg Win / Avg Loss | 2.0776 | 2.5712 | 1.6726 | 1.803 | 1.8541 | 1.7547 |
Largest Winning Trade | 106292 | 106292 | 60604 | 221446 | 221446 | 188188 |
Largest Losing Trade | -30229 | -24470 | -30229 | -127038 | -127038 | -105170 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 13864 | 6689 | 7175 | 13864 | 6689 | 7175 |
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 | 338388 | 228176 | -304006 | -280702 | -581591 | -220273 |
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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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