Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370326.6683 | 250060.6692 | 120265.9991 | 500861.9842 | 562186.0103 | -61324.0261 |
Total P&L (%) | 370.3267 | 250.0607 | 120.266 | 500.862 | 562.186 | -61.324 |
Avg Daily Profit (%) | 0.3045 | 0.2056 | 0.0989 | 0.1475 | 0.1555 | -0.0781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88706 | -83258 | -93142 | -724897 | -520242 | -770358 |
Profit Factor | 1.2503 | 1.3438 | 1.1599 | 1.0618 | 1.1421 | 0.9852 |
Total Trades | 664 | 332 | 332 | 664 | 332 | 332 |
Winning Trades | 263 | 127 | 136 | 263 | 127 | 136 |
Losing Trades | 401 | 205 | 196 | 401 | 205 | 196 |
Profitability (%) | 39.6084 | 38.253 | 40.9639 | 39.6084 | 38.253 | 40.9639 |
Ratio Avg Win / Avg Loss | 1.9063 | 2.1692 | 1.6715 | 1.619 | 1.8436 | 1.4199 |
Largest Winning Trade | 86844 | 86844 | 37848 | 267281 | 267281 | 169071 |
Largest Losing Trade | -25541 | -17936 | -25541 | -133441 | -83539 | -133441 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 3640 | 1778 | 1863 | 3640 | 1778 | 1863 |
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 | 327975 | 216776 | -106608 | -147398 | -58532 | -581167 |
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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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