Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461677.3638 | 292327.0429 | 169350.3209 | 920494.2507 | 995214.2264 | -74719.9757 |
Total P&L (%) | 461.6774 | 292.327 | 169.3503 | 920.4943 | 995.2142 | -74.72 |
Avg Daily Profit (%) | 0.2727 | 0.1727 | 0.1 | 0.1373 | 0.1415 | -0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125213 | -126058 | -65224 | -569667 | -251712 | -643995 |
Profit Factor | 1.3013 | 1.4236 | 1.2011 | 1.1608 | 1.3989 | 0.9769 |
Total Trades | 761 | 380 | 381 | 761 | 380 | 381 |
Winning Trades | 332 | 154 | 178 | 332 | 154 | 178 |
Losing Trades | 429 | 226 | 203 | 429 | 226 | 203 |
Profitability (%) | 43.6268 | 40.5263 | 46.7192 | 43.6268 | 40.5263 | 46.7192 |
Ratio Avg Win / Avg Loss | 1.6816 | 2.0891 | 1.3699 | 1.4999 | 2.053 | 1.1141 |
Largest Winning Trade | 70116 | 70116 | 44579 | 438763 | 438763 | 206759 |
Largest Losing Trade | -21845 | -18490 | -21845 | -199160 | -157720 | -199160 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Losers | 19 | 17 | 22 | 19 | 17 | 22 |
Bars Traded | 20247 | 9033 | 11214 | 20247 | 9033 | 11214 |
Profit Streak | 0 | 9.191 | 0 | 0 | 9.191 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403913 | 289049 | -59521 | -51213 | -3268 | -578673 |
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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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