Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401834.7265 | 306960.745 | 94873.9815 | 89101.8627 | 85946.4241 | 3155.4386 |
Total P&L (%) | 401.8347 | 306.9607 | 94.874 | 89.1019 | 85.9464 | 3.1554 |
Avg Daily Profit (%) | 0.3916 | 0.2991 | 0.0925 | 0.0621 | 0.0605 | 0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134633 | -135638 | -104273 | -454400 | -435813 | -239855 |
Profit Factor | 1.2492 | 1.3373 | 1.1351 | 1.0273 | 1.0467 | 1.0022 |
Total Trades | 718 | 359 | 359 | 718 | 359 | 359 |
Winning Trades | 297 | 141 | 156 | 297 | 141 | 156 |
Losing Trades | 421 | 218 | 203 | 421 | 218 | 203 |
Profitability (%) | 41.3649 | 39.2758 | 43.454 | 41.3649 | 39.2758 | 43.454 |
Ratio Avg Win / Avg Loss | 1.7708 | 2.0677 | 1.4771 | 1.4562 | 1.6184 | 1.3042 |
Largest Winning Trade | 255450 | 255450 | 26992 | 195803 | 195803 | 78084 |
Largest Losing Trade | -31388 | -23154 | -31388 | -124470 | -75741 | -124470 |
Avg Bars in Trades | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Winners | 45 | 49 | 42 | 45 | 49 | 42 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 24410 | 13618 | 10792 | 24410 | 13618 | 10792 |
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 | 379288 | 253520 | -142680 | -300090 | -283036 | -573860 |
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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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