Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315126.4443 | 195627.1051 | 119499.3391 | 763869.5838 | 884397.1677 | -120527.584 |
Total P&L (%) | 315.1264 | 195.6271 | 119.4993 | 763.8696 | 884.3972 | -120.5276 |
Avg Daily Profit (%) | 0.3025 | 0.1878 | 0.1147 | 0.2072 | 0.2198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103937 | -70835 | -78920 | -1687213 | -681594 | -1279903 |
Profit Factor | 1.4272 | 1.5497 | 1.313 | 1.1354 | 1.3325 | 0.9596 |
Total Trades | 533 | 266 | 267 | 533 | 266 | 267 |
Winning Trades | 238 | 111 | 127 | 238 | 111 | 127 |
Losing Trades | 295 | 155 | 140 | 295 | 155 | 140 |
Profitability (%) | 44.6529 | 41.7293 | 47.5655 | 44.6529 | 41.7293 | 47.5655 |
Ratio Avg Win / Avg Loss | 1.769 | 2.164 | 1.4474 | 1.4073 | 1.8607 | 1.0578 |
Largest Winning Trade | 49012 | 49012 | 46482 | 784755 | 784755 | 526934 |
Largest Losing Trade | -18775 | -15548 | -18775 | -320031 | -263750 | -320031 |
Avg Bars in Trades | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Winners | 66 | 51 | 79 | 66 | 51 | 79 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 24755 | 10458 | 14297 | 24755 | 10458 | 14297 |
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 | 402309 | 282866 | -39789 | -62793 | 259924 | -579216 |
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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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