Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410664.9905 | 229666.3258 | 180998.6647 | 436280.1002 | 522328.7104 | -86048.6102 |
Total P&L (%) | 410.665 | 229.6663 | 180.9987 | 436.2801 | 522.3287 | -86.0486 |
Avg Daily Profit (%) | 0.2436 | 0.1362 | 0.1074 | 0.0997 | 0.1085 | -0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124395 | -88479 | -87786 | -1371646 | -739439 | -1097723 |
Profit Factor | 1.214 | 1.236 | 1.1913 | 1.0455 | 1.1129 | 0.9827 |
Total Trades | 809 | 404 | 405 | 809 | 404 | 405 |
Winning Trades | 434 | 212 | 222 | 434 | 212 | 222 |
Losing Trades | 375 | 192 | 183 | 375 | 192 | 183 |
Profitability (%) | 53.6465 | 52.4752 | 54.8148 | 53.6465 | 52.4752 | 54.8148 |
Ratio Avg Win / Avg Loss | 1.0489 | 1.1194 | 0.982 | 0.9033 | 1.008 | 0.8101 |
Largest Winning Trade | 39174 | 39174 | 27608 | 246155 | 246155 | 134547 |
Largest Losing Trade | -42047 | -30545 | -42047 | -453334 | -187235 | -453334 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5050 | 2517 | 2533 | 5050 | 2517 | 2533 |
Profit Streak | 3.4966 | 0 | 9.8299 | 3.4966 | 0 | 9.8299 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441371 | -9297 | -57863 | -227359 | -141828 | -577209 |
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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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