Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411063.4031 | 270414.2699 | 140649.1332 | 381000.9978 | 613877.9084 | -232876.9106 |
Total P&L (%) | 411.0634 | 270.4143 | 140.6491 | 381.001 | 613.8779 | -232.8769 |
Avg Daily Profit (%) | 0.1973 | 0.1298 | 0.0675 | 0.0754 | 0.0944 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142619 | -106467 | -123194 | -1963257 | -1055913 | -1652025 |
Profit Factor | 1.2017 | 1.2758 | 1.133 | 1.0233 | 1.0771 | 0.9723 |
Total Trades | 823 | 412 | 411 | 823 | 412 | 411 |
Winning Trades | 537 | 266 | 271 | 537 | 266 | 271 |
Losing Trades | 286 | 146 | 140 | 286 | 146 | 140 |
Profitability (%) | 65.2491 | 64.5631 | 65.9367 | 65.2491 | 64.5631 | 65.9367 |
Ratio Avg Win / Avg Loss | 0.64 | 0.7002 | 0.5853 | 0.545 | 0.5912 | 0.5023 |
Largest Winning Trade | 24551 | 24551 | 16427 | 222807 | 222807 | 168125 |
Largest Losing Trade | -40397 | -33673 | -40397 | -479542 | -354764 | -479542 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Losers | 47 | 52 | 41 | 47 | 52 | 41 |
Bars Traded | 24784 | 12839 | 11945 | 24784 | 12839 | 11945 |
Profit Streak | 0 | 0 | 17.2776 | 0 | 0 | 17.2776 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435837 | -17985 | -174172 | -282133 | -200425 | -576272 |
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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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