Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600266.2521 | 556947.5566 | 43318.6955 | -57866.6984 | 29022.4217 | -86889.1201 |
Total P&L (%) | 600.2663 | 556.9476 | 43.3187 | -57.8667 | 29.0224 | -86.8891 |
Avg Daily Profit (%) | 0.4065 | 0.3772 | 0.0293 | -0.0585 | 0.0173 | -0.1375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130221 | -156479 | -123197 | -474084 | -411369 | -292102 |
Profit Factor | 1.297 | 1.5408 | 1.0437 | 0.9841 | 1.0155 | 0.9511 |
Total Trades | 788 | 394 | 394 | 788 | 394 | 394 |
Winning Trades | 373 | 171 | 202 | 373 | 171 | 202 |
Losing Trades | 415 | 223 | 192 | 415 | 223 | 192 |
Profitability (%) | 47.335 | 43.401 | 51.269 | 47.335 | 43.401 | 51.269 |
Ratio Avg Win / Avg Loss | 1.4431 | 2.0094 | 0.992 | 1.095 | 1.3243 | 0.904 |
Largest Winning Trade | 609934 | 609934 | 31319 | 331238 | 331238 | 82937 |
Largest Losing Trade | -30920 | -18432 | -30920 | -73224 | -73224 | -62130 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 17547 | 8013 | 9534 | 17547 | 8013 | 9534 |
Profit Streak | 0 | 0 | 10.1483 | 0 | 0 | 10.1483 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476132 | 411633 | -327127 | -575753 | -377252 | -578171 |
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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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