Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397445.267 | 299552.8358 | 97892.4312 | 39276.975 | 6485.3809 | 32791.5941 |
Total P&L (%) | 397.4453 | 299.5528 | 97.8924 | 39.277 | 6.4854 | 32.7916 |
Avg Daily Profit (%) | 0.2076 | 0.1565 | 0.0511 | 0.0173 | 0.0033 | 0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156137 | -114562 | -95499 | -472164 | -501607 | -350140 |
Profit Factor | 1.2156 | 1.3204 | 1.1078 | 1.0085 | 1.0026 | 1.0153 |
Total Trades | 579 | 289 | 290 | 579 | 289 | 290 |
Winning Trades | 314 | 152 | 162 | 314 | 152 | 162 |
Losing Trades | 265 | 137 | 128 | 265 | 137 | 128 |
Profitability (%) | 54.2314 | 52.5952 | 55.8621 | 54.2314 | 52.5952 | 55.8621 |
Ratio Avg Win / Avg Loss | 1.0259 | 1.1901 | 0.8753 | 0.8511 | 0.9037 | 0.8022 |
Largest Winning Trade | 52372 | 52372 | 33479 | 143272 | 143272 | 111769 |
Largest Losing Trade | -74770 | -35572 | -74770 | -332271 | -169420 | -332271 |
Avg Bars in Trades | 39 | 39 | 38 | 39 | 39 | 38 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 45 | 46 | 44 | 45 | 46 | 44 |
Bars Traded | 22675 | 11431 | 11244 | 22675 | 11431 | 11244 |
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 | 389807 | 314996 | -226562 | -381289 | -572239 | -379506 |
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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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