Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532600.928 | 369268.8664 | 163332.0616 | 619067.296 | 477725.3288 | 141341.9672 |
Total P&L (%) | 532.6009 | 369.2689 | 163.3321 | 619.0673 | 477.7253 | 141.342 |
Avg Daily Profit (%) | 0.3158 | 0.219 | 0.0968 | 0.117 | 0.1041 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149636 | -196495 | -54983 | -930165 | -844550 | -399451 |
Profit Factor | 1.3649 | 1.5281 | 1.2148 | 1.1043 | 1.1739 | 1.0443 |
Total Trades | 923 | 461 | 462 | 923 | 461 | 462 |
Winning Trades | 340 | 134 | 206 | 340 | 134 | 206 |
Losing Trades | 583 | 327 | 256 | 583 | 327 | 256 |
Profitability (%) | 36.8364 | 29.0672 | 44.5887 | 36.8364 | 29.0672 | 44.5887 |
Ratio Avg Win / Avg Loss | 2.3404 | 3.729 | 1.5097 | 1.8935 | 2.8647 | 1.2978 |
Largest Winning Trade | 248972 | 248972 | 36470 | 454451 | 454451 | 172054 |
Largest Losing Trade | -21426 | -13793 | -21426 | -127779 | -127779 | -94856 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 35 | 58 | 20 | 35 | 58 | 20 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 20064 | 12307 | 7757 | 20064 | 12307 | 7757 |
Profit Streak | 0 | 1.39 | 0 | 0 | 1.39 | 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 | 381533 | -1991 | -62970 | -141081 | -94530 | -294904 |
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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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