Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383788.4189 | 378196.1813 | 5592.2376 | 38574.9181 | 313019.9249 | -274445.0067 |
Total P&L (%) | 383.7884 | 378.1962 | 5.5922 | 38.5749 | 313.0199 | -274.445 |
Avg Daily Profit (%) | 0.1842 | 0.1815 | 0.0027 | 0.0157 | 0.0681 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148946 | -105442 | -110824 | -1958506 | -1314282 | -831344 |
Profit Factor | 1.2446 | 1.4875 | 1.0071 | 1.0046 | 1.0726 | 0.933 |
Total Trades | 589 | 294 | 295 | 589 | 294 | 295 |
Winning Trades | 254 | 126 | 128 | 254 | 126 | 128 |
Losing Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Profitability (%) | 43.1239 | 42.8571 | 43.3898 | 43.1239 | 42.8571 | 43.3898 |
Ratio Avg Win / Avg Loss | 1.6415 | 1.9833 | 1.3139 | 1.3249 | 1.4301 | 1.2173 |
Largest Winning Trade | 152291 | 152291 | 45608 | 1173281 | 1173281 | 329237 |
Largest Losing Trade | -36200 | -25080 | -36200 | -238666 | -236160 | -238666 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 24718 | 11830 | 12888 | 24718 | 11830 | 12888 |
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 | 314854 | 288304 | -569360 | -389353 | -244485 | -580694 |
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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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