Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669683.548 | 728120.7838 | -58437.2358 | -34675.9168 | 122892.8171 | -157568.7339 |
Total P&L (%) | 669.6835 | 728.1208 | -58.4372 | -34.6759 | 122.8928 | -157.5687 |
Avg Daily Profit (%) | 0.3621 | 0.3937 | -0.0316 | -0.023 | 0.0433 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261565 | -198518 | -94524 | -617141 | -453240 | -212918 |
Profit Factor | 1.5214 | 1.8135 | 0.8499 | 0.9803 | 1.0988 | 0.6947 |
Total Trades | 529 | 264 | 265 | 529 | 264 | 265 |
Winning Trades | 184 | 84 | 100 | 184 | 84 | 100 |
Losing Trades | 345 | 180 | 165 | 345 | 180 | 165 |
Profitability (%) | 34.7826 | 31.8182 | 37.7358 | 34.7826 | 31.8182 | 37.7358 |
Ratio Avg Win / Avg Loss | 2.8526 | 3.886 | 1.4023 | 1.8381 | 2.3546 | 1.1462 |
Largest Winning Trade | 702011 | 702011 | 27132 | 550984 | 550984 | 54434 |
Largest Losing Trade | -28941 | -28941 | -13588 | -128901 | -128901 | -28847 |
Avg Bars in Trades | 41 | 76 | 7 | 41 | 76 | 7 |
Avg Bars in Winners | 75 | 153 | 10 | 75 | 153 | 10 |
Avg Bars in Losers | 23 | 40 | 5 | 23 | 40 | 5 |
Bars Traded | 22098 | 20175 | 1923 | 22098 | 20175 | 1923 |
Profit Streak | 0 | 13.868 | 0 | 0 | 13.868 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317421 | 269501 | -582772 | -581153 | -251390 | -582772 |
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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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