Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575542.5012 | 364758.2788 | 210784.2224 | 776020.4894 | -247026.1126 | 1023046.602 |
Total P&L (%) | 575.5425 | 364.7583 | 210.7842 | 776.0205 | -247.0261 | 1023.0466 |
Avg Daily Profit (%) | 0.3168 | 0.2008 | 0.116 | 0.1195 | 0 | 0.1332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109064 | -88832 | -45105 | -1896258 | -1379310 | -688203 |
Profit Factor | 1.517 | 1.6449 | 1.3849 | 1.0809 | 0.9486 | 1.2137 |
Total Trades | 699 | 349 | 350 | 699 | 349 | 350 |
Winning Trades | 268 | 123 | 145 | 268 | 123 | 145 |
Losing Trades | 431 | 226 | 205 | 431 | 226 | 205 |
Profitability (%) | 38.3405 | 35.2436 | 41.4286 | 38.3405 | 35.2436 | 41.4286 |
Ratio Avg Win / Avg Loss | 2.4396 | 3.0223 | 1.9579 | 1.7383 | 1.7429 | 1.716 |
Largest Winning Trade | 315447 | 315447 | 60314 | 798438 | 798438 | 636812 |
Largest Losing Trade | -20916 | -15691 | -20916 | -239917 | -167913 | -239917 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 56 | 45 | 64 | 56 | 45 | 64 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 21556 | 8692 | 12864 | 21556 | 8692 | 12864 |
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 | 384277 | 235839 | -38439 | -164287 | -582191 | -16139 |
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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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