Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519226.6471 | 414077.8766 | 105148.7705 | 727660.2938 | 1567684.8131 | -840024.5192 |
Total P&L (%) | 519.2266 | 414.0779 | 105.1488 | 727.6603 | 1567.6848 | -840.0245 |
Avg Daily Profit (%) | 0.2771 | 0.221 | 0.0561 | 0.1128 | 0.1503 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147765 | -121930 | -82788 | -3541056 | -2173913 | -2045237 |
Profit Factor | 1.3106 | 1.4816 | 1.1295 | 1.0306 | 1.131 | 0.9291 |
Total Trades | 770 | 385 | 385 | 770 | 385 | 385 |
Winning Trades | 275 | 131 | 144 | 275 | 131 | 144 |
Losing Trades | 495 | 254 | 241 | 495 | 254 | 241 |
Profitability (%) | 35.7143 | 34.026 | 37.4026 | 35.7143 | 34.026 | 37.4026 |
Ratio Avg Win / Avg Loss | 2.3591 | 2.8726 | 1.8904 | 1.855 | 2.193 | 1.5549 |
Largest Winning Trade | 131905 | 131905 | 40290 | 768306 | 768306 | 611046 |
Largest Losing Trade | -22862 | -22862 | -15860 | -630140 | -630140 | -504531 |
Avg Bars in Trades | 7 | 6 | 7 | 7 | 6 | 7 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 5603 | 2691 | 2912 | 5603 | 2691 | 2912 |
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 | 313217 | 202586 | -198088 | -228983 | -72136 | -581164 |
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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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