Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631125.1459 | 602801.3719 | 28323.7741 | 40632.2701 | 308710.9119 | -268078.6418 |
Total P&L (%) | 631.1251 | 602.8014 | 28.3238 | 40.6323 | 308.7109 | -268.0786 |
Avg Daily Profit (%) | 0.262 | 0.2502 | 0.0118 | 0.0142 | 0.0585 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214650 | -121058 | -176894 | -470781 | -276023 | -422839 |
Profit Factor | 1.2835 | 1.5061 | 1.0274 | 1.0105 | 1.1515 | 0.8538 |
Total Trades | 806 | 403 | 403 | 806 | 403 | 403 |
Winning Trades | 309 | 145 | 164 | 309 | 145 | 164 |
Losing Trades | 497 | 258 | 239 | 497 | 258 | 239 |
Profitability (%) | 38.3375 | 35.9801 | 40.6948 | 38.3375 | 35.9801 | 40.6948 |
Ratio Avg Win / Avg Loss | 2.0644 | 2.6799 | 1.4972 | 1.6253 | 2.049 | 1.2443 |
Largest Winning Trade | 294111 | 294111 | 39336 | 248336 | 248336 | 102192 |
Largest Losing Trade | -38870 | -24182 | -38870 | -91228 | -64681 | -91228 |
Avg Bars in Trades | 11 | 15 | 8 | 11 | 15 | 8 |
Avg Bars in Winners | 18 | 25 | 12 | 18 | 25 | 12 |
Avg Bars in Losers | 7 | 9 | 6 | 7 | 9 | 6 |
Bars Traded | 9601 | 6130 | 3471 | 9601 | 6130 | 3471 |
Profit Streak | 0 | 0 | 23.0832 | 0 | 0 | 23.0832 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346097 | 262735 | -372063 | -384018 | -171212 | -580354 |
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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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