Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698056.6445 | 525597.9874 | 172458.6571 | 495009.0504 | -3814.0958 | 498823.1461 |
Total P&L (%) | 698.0566 | 525.598 | 172.4587 | 495.0091 | -3.8141 | 498.8231 |
Avg Daily Profit (%) | 0.4696 | 0.3536 | 0.116 | 0.12 | -0.0026 | 0.1205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118874 | -93335 | -73293 | -1726547 | -1607947 | -637541 |
Profit Factor | 1.5294 | 1.7303 | 1.2879 | 1.0552 | 0.9993 | 1.1348 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 236 | 109 | 127 | 236 | 109 | 127 |
Losing Trades | 280 | 149 | 131 | 280 | 149 | 131 |
Profitability (%) | 45.7364 | 42.2481 | 49.2248 | 45.7364 | 42.2481 | 49.2248 |
Ratio Avg Win / Avg Loss | 1.8145 | 2.3653 | 1.3285 | 1.2519 | 1.366 | 1.1706 |
Largest Winning Trade | 391153 | 391153 | 57829 | 773846 | 773846 | 338701 |
Largest Losing Trade | -30064 | -16543 | -30064 | -260760 | -255558 | -260760 |
Avg Bars in Trades | 34 | 27 | 40 | 34 | 27 | 40 |
Avg Bars in Winners | 47 | 36 | 56 | 47 | 36 | 56 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 17594 | 7106 | 10488 | 17594 | 7106 | 10488 |
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 | 503164 | 384747 | -37623 | -191535 | -581053 | -103909 |
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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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