Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598544.6369 | 565260.933 | 33283.7038 | -44511.6281 | 323243.1243 | -367754.7524 |
Total P&L (%) | 598.5446 | 565.2609 | 33.2837 | -44.5116 | 323.2431 | -367.7548 |
Avg Daily Profit (%) | 0.3198 | 0.302 | 0.0178 | -0.0315 | 0.0771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287849 | -171173 | -159198 | -1110302 | -583248 | -653449 |
Profit Factor | 1.3773 | 1.6908 | 1.0433 | 0.982 | 1.2645 | 0.7053 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 213 | 98 | 115 | 213 | 98 | 115 |
Losing Trades | 325 | 171 | 154 | 325 | 171 | 154 |
Profitability (%) | 39.5911 | 36.4312 | 42.7509 | 39.5911 | 36.4312 | 42.7509 |
Ratio Avg Win / Avg Loss | 2.1015 | 2.9504 | 1.3971 | 1.4983 | 2.2064 | 0.9445 |
Largest Winning Trade | 389268 | 389268 | 67630 | 678608 | 678608 | 122370 |
Largest Losing Trade | -34875 | -33965 | -34875 | -183631 | -155321 | -183631 |
Avg Bars in Trades | 41 | 49 | 33 | 41 | 49 | 33 |
Avg Bars in Winners | 59 | 79 | 42 | 59 | 79 | 42 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 22212 | 13333 | 8879 | 22212 | 13333 | 8879 |
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 | 341708 | 276768 | -346756 | -580348 | -93438 | -582745 |
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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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