Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586727.0616 | 518265.5616 | 68461.5 | 398899.9762 | -88187.6784 | 487087.6546 |
Total P&L (%) | 586.7271 | 518.2656 | 68.4615 | 398.9 | -88.1877 | 487.0877 |
Avg Daily Profit (%) | 0.2969 | 0.2623 | 0.0346 | 0.0814 | -0.108 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143352 | -113366 | -122667 | -975288 | -838485 | -258283 |
Profit Factor | 1.4086 | 1.6821 | 1.1013 | 1.0944 | 0.9641 | 1.2749 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 210 | 103 | 107 | 210 | 103 | 107 |
Losing Trades | 212 | 108 | 104 | 212 | 108 | 104 |
Profitability (%) | 49.763 | 48.8152 | 50.7109 | 49.763 | 48.8152 | 50.7109 |
Ratio Avg Win / Avg Loss | 1.422 | 1.7637 | 1.0704 | 1.1048 | 1.0109 | 1.2392 |
Largest Winning Trade | 174084 | 174084 | 59110 | 346899 | 346899 | 336793 |
Largest Losing Trade | -34308 | -31238 | -34308 | -375932 | -375932 | -124012 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 11635 | 5437 | 6198 | 11635 | 5437 | 6198 |
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 | 432187 | 436415 | -254920 | -198652 | -578745 | -72470 |
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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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