Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626495.7596 | 581811.5477 | 44684.2119 | 73329.2813 | 110011.2106 | -36681.9293 |
Total P&L (%) | 626.4958 | 581.8115 | 44.6842 | 73.3293 | 110.0112 | -36.6819 |
Avg Daily Profit (%) | 0.259 | 0.2405 | 0.0185 | 0.0227 | 0.0307 | -0.0189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148321 | -126744 | -180342 | -194065 | -127244 | -207368 |
Profit Factor | 1.3118 | 1.5214 | 1.05 | 1.0426 | 1.1188 | 0.9539 |
Total Trades | 609 | 304 | 305 | 609 | 304 | 305 |
Winning Trades | 245 | 111 | 134 | 245 | 111 | 134 |
Losing Trades | 364 | 193 | 171 | 364 | 193 | 171 |
Profitability (%) | 40.2299 | 36.5132 | 43.9344 | 40.2299 | 36.5132 | 43.9344 |
Ratio Avg Win / Avg Loss | 1.949 | 2.6454 | 1.34 | 1.549 | 1.9452 | 1.2173 |
Largest Winning Trade | 276175 | 276175 | 36069 | 122983 | 122983 | 29207 |
Largest Losing Trade | -47034 | -47034 | -20820 | -41862 | -41862 | -40830 |
Avg Bars in Trades | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Winners | 20 | 33 | 10 | 20 | 33 | 10 |
Avg Bars in Losers | 12 | 16 | 8 | 12 | 16 | 8 |
Bars Traded | 9623 | 6846 | 2777 | 9623 | 6846 | 2777 |
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 | 340884 | 251969 | -336524 | -335403 | -244612 | -580152 |
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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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