Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455981.8047 | 248560.3025 | 207421.5023 | -1436.3125 | 28133.5082 | -29569.8207 |
Total P&L (%) | 455.9818 | 248.5603 | 207.4215 | -1.4363 | 28.1335 | -29.5698 |
Avg Daily Profit (%) | 0.2744 | 0.1496 | 0.1248 | -0.0009 | 0.0149 | -0.0211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187799 | -121347 | -125354 | -287365 | -159251 | -174783 |
Profit Factor | 1.2081 | 1.2095 | 1.2065 | 0.9993 | 1.0268 | 0.9664 |
Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
Winning Trades | 301 | 153 | 148 | 301 | 153 | 148 |
Losing Trades | 293 | 144 | 149 | 293 | 144 | 149 |
Profitability (%) | 50.6734 | 51.5152 | 49.8317 | 50.6734 | 51.5152 | 49.8317 |
Ratio Avg Win / Avg Loss | 1.176 | 1.1384 | 1.2146 | 0.9727 | 0.9664 | 0.9729 |
Largest Winning Trade | 209557 | 209557 | 44845 | 208427 | 208427 | 35518 |
Largest Losing Trade | -40361 | -37735 | -40361 | -92456 | -40941 | -92456 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3319 | 1670 | 1649 | 3319 | 1670 | 1649 |
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 | 404934 | 275880 | -25630 | -577309 | -367476 | -579567 |
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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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