Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532462.1386 | 514495.819 | 17966.3195 | 40846.5648 | 25221.9544 | 15624.6103 |
Total P&L (%) | 532.4621 | 514.4958 | 17.9663 | 40.8466 | 25.222 | 15.6246 |
Avg Daily Profit (%) | 0.2129 | 0.2057 | 0.0072 | 0.0137 | 0.009 | 0.0058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152927 | -131049 | -50568 | -904245 | -618445 | -334090 |
Profit Factor | 1.3098 | 1.4487 | 1.0314 | 1.0095 | 1.009 | 1.0105 |
Total Trades | 515 | 257 | 258 | 515 | 257 | 258 |
Winning Trades | 217 | 100 | 117 | 217 | 100 | 117 |
Losing Trades | 298 | 157 | 141 | 298 | 157 | 141 |
Profitability (%) | 42.1359 | 38.9105 | 45.3488 | 42.1359 | 38.9105 | 45.3488 |
Ratio Avg Win / Avg Loss | 1.7987 | 2.2745 | 1.243 | 1.3863 | 1.5841 | 1.2178 |
Largest Winning Trade | 194804 | 194804 | 22098 | 487194 | 487194 | 147973 |
Largest Losing Trade | -54665 | -54665 | -28001 | -200275 | -200275 | -109343 |
Avg Bars in Trades | 19 | 33 | 5 | 19 | 33 | 5 |
Avg Bars in Winners | 25 | 47 | 5 | 25 | 47 | 5 |
Avg Bars in Losers | 14 | 23 | 4 | 14 | 23 | 4 |
Bars Traded | 9856 | 8502 | 1354 | 9856 | 8502 | 1354 |
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 | 335271 | 239996 | -378205 | -386863 | -397425 | -404592 |
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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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