Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766135.0123 | 632953.7127 | 133181.2996 | 961812.7043 | 1118890.6766 | -157077.9724 |
Total P&L (%) | 766.135 | 632.9537 | 133.1813 | 961.8127 | 1118.8907 | -157.078 |
Avg Daily Profit (%) | 0.3318 | 0.2741 | 0.0577 | 0.1024 | 0.1084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158589 | -120266 | -307866 | -1317187 | -882854 | -1204575 |
Profit Factor | 1.3283 | 1.604 | 1.1036 | 1.0995 | 1.2433 | 0.969 |
Total Trades | 565 | 283 | 282 | 565 | 283 | 282 |
Winning Trades | 241 | 119 | 122 | 241 | 119 | 122 |
Losing Trades | 324 | 164 | 160 | 324 | 164 | 160 |
Profitability (%) | 42.6549 | 42.0495 | 43.2624 | 42.6549 | 42.0495 | 43.2624 |
Ratio Avg Win / Avg Loss | 1.7858 | 2.2106 | 1.4474 | 1.4781 | 1.7134 | 1.2709 |
Largest Winning Trade | 165644 | 165644 | 59188 | 430783 | 430783 | 220260 |
Largest Losing Trade | -34396 | -20746 | -34396 | -244598 | -244598 | -237462 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6860 | 3314 | 3546 | 6860 | 3314 | 3546 |
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 | 392611 | 353445 | -223876 | -166637 | -48959 | -580534 |
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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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