Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601039.5796 | 541854.4931 | 59185.0865 | 15468.8797 | 208198.7513 | -192729.8716 |
Total P&L (%) | 601.0396 | 541.8545 | 59.1851 | 15.4689 | 208.1988 | -192.7299 |
Avg Daily Profit (%) | 0.3192 | 0.2878 | 0.0314 | 0.0076 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262726 | -107717 | -224105 | -312927 | -149151 | -302062 |
Profit Factor | 1.3476 | 1.6084 | 1.0706 | 1.0084 | 1.2265 | 0.7918 |
Total Trades | 554 | 277 | 277 | 554 | 277 | 277 |
Winning Trades | 250 | 123 | 127 | 250 | 123 | 127 |
Losing Trades | 304 | 154 | 150 | 304 | 154 | 150 |
Profitability (%) | 45.1264 | 44.4043 | 45.8484 | 45.1264 | 44.4043 | 45.8484 |
Ratio Avg Win / Avg Loss | 1.6387 | 2.0138 | 1.2645 | 1.2262 | 1.5356 | 0.9352 |
Largest Winning Trade | 322325 | 322325 | 83440 | 247689 | 247689 | 83440 |
Largest Losing Trade | -30796 | -30796 | -27826 | -49403 | -49403 | -42361 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 57 | 48 | 65 | 57 | 48 | 65 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 22353 | 10055 | 12298 | 22353 | 10055 | 12298 |
Profit Streak | 0 | 0 | 2.5876 | 0 | 0 | 2.5876 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415514 | 379802 | -296757 | -402832 | -113604 | -583033 |
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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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