Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557992.8309 | 467022.1377 | 90970.6932 | 384381.3429 | 484540.4266 | -100159.0837 |
Total P&L (%) | 557.9928 | 467.0221 | 90.9707 | 384.3813 | 484.5404 | -100.1591 |
Avg Daily Profit (%) | 0.2301 | 0.1926 | 0.0375 | 0.0651 | 0.0729 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108110 | -84437 | -226904 | -902057 | -869844 | -727532 |
Profit Factor | 1.2321 | 1.4042 | 1.0729 | 1.0359 | 1.0929 | 0.9818 |
Total Trades | 958 | 479 | 479 | 958 | 479 | 479 |
Winning Trades | 339 | 168 | 171 | 339 | 168 | 171 |
Losing Trades | 619 | 311 | 308 | 619 | 311 | 308 |
Profitability (%) | 35.3862 | 35.0731 | 35.6994 | 35.3862 | 35.0731 | 35.6994 |
Ratio Avg Win / Avg Loss | 2.2498 | 2.5994 | 1.9324 | 1.8914 | 2.0232 | 1.7684 |
Largest Winning Trade | 156080 | 156080 | 42477 | 324809 | 324809 | 240987 |
Largest Losing Trade | -21109 | -13551 | -21109 | -103501 | -103501 | -100923 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 9532 | 4717 | 4815 | 9532 | 4717 | 4815 |
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 | 312249 | 209169 | -285360 | -286386 | -216464 | -581336 |
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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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