Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346583.3281 | 302893.8537 | 43689.4744 | 80903.4789 | -50442.8261 | 131346.3049 |
Total P&L (%) | 346.5833 | 302.8939 | 43.6895 | 80.9035 | -50.4428 | 131.3463 |
Avg Daily Profit (%) | 0.1579 | 0.138 | 0.0199 | 0.027 | -0.032 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156598 | -99508 | -123729 | -549805 | -435830 | -384381 |
Profit Factor | 1.2338 | 1.4376 | 1.0553 | 1.0225 | 0.9722 | 1.0738 |
Total Trades | 511 | 255 | 256 | 511 | 255 | 256 |
Winning Trades | 276 | 136 | 140 | 276 | 136 | 140 |
Losing Trades | 235 | 119 | 116 | 235 | 119 | 116 |
Profitability (%) | 54.0117 | 53.3333 | 54.6875 | 54.0117 | 53.3333 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.0505 | 1.2579 | 0.8744 | 0.8706 | 0.8507 | 0.8897 |
Largest Winning Trade | 68218 | 68218 | 50024 | 135428 | 135428 | 91702 |
Largest Losing Trade | -48013 | -42767 | -48013 | -224615 | -128355 | -224615 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 6578 | 3471 | 3107 | 6578 | 3471 | 3107 |
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 | 374716 | -6375 | -327859 | -350769 | -579289 | -281205 |
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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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