Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709309.8592 | 625937.4866 | 83372.3726 | 155651.1218 | -62026.1655 | 217677.2873 |
Total P&L (%) | 709.3099 | 625.9375 | 83.3724 | 155.6511 | -62.0262 | 217.6773 |
Avg Daily Profit (%) | 0.2985 | 0.2634 | 0.0351 | 0.0395 | -0.0407 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141418 | -131359 | -98115 | -2436016 | -2248825 | -1124548 |
Profit Factor | 1.3145 | 1.5701 | 1.072 | 1.0107 | 0.9918 | 1.0312 |
Total Trades | 725 | 363 | 362 | 725 | 363 | 362 |
Winning Trades | 364 | 173 | 191 | 364 | 173 | 191 |
Losing Trades | 361 | 190 | 171 | 361 | 190 | 171 |
Profitability (%) | 50.2069 | 47.6584 | 52.7624 | 50.2069 | 47.6584 | 52.7624 |
Ratio Avg Win / Avg Loss | 1.3037 | 1.7244 | 0.9598 | 1.0024 | 1.0893 | 0.9233 |
Largest Winning Trade | 274482 | 274482 | 58223 | 1670236 | 1670236 | 602690 |
Largest Losing Trade | -42626 | -28660 | -42626 | -567706 | -567706 | -507236 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 7 | 7 | 6 | 7 | 7 | 6 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 4637 | 2266 | 2371 | 4637 | 2266 | 2371 |
Profit Streak | 0 | 0 | 13.5915 | 0 | 0 | 13.5915 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473190 | 436865 | -286403 | -344797 | -578401 | -313181 |
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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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