Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737787.7443 | 610506.3003 | 127281.444 | 995013.2456 | 109371.6405 | 885641.605 |
Total P&L (%) | 737.7877 | 610.5063 | 127.2814 | 995.0132 | 109.3716 | 885.6416 |
Avg Daily Profit (%) | 0.3051 | 0.2525 | 0.0526 | 0.099 | 0.0306 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119141 | -88684 | -220190 | -2872298 | -2298199 | -1105417 |
Profit Factor | 1.3486 | 1.6307 | 1.1108 | 1.0485 | 1.0114 | 1.0812 |
Total Trades | 777 | 388 | 389 | 777 | 388 | 389 |
Winning Trades | 283 | 133 | 150 | 283 | 133 | 150 |
Losing Trades | 494 | 255 | 239 | 494 | 255 | 239 |
Profitability (%) | 36.4221 | 34.2784 | 38.5604 | 36.4221 | 34.2784 | 38.5604 |
Ratio Avg Win / Avg Loss | 2.3541 | 3.1265 | 1.7699 | 1.8303 | 1.9392 | 1.7227 |
Largest Winning Trade | 278514 | 278514 | 40331 | 1010357 | 1010357 | 654006 |
Largest Losing Trade | -25048 | -19402 | -25048 | -327504 | -327504 | -249645 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 14460 | 7166 | 7294 | 14460 | 7166 | 7294 |
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 | 341442 | 259577 | -222800 | -227310 | -363284 | -198968 |
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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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