Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687220.6524 | 664571.9147 | 22648.7378 | -5264.4436 | 969818.3577 | -975082.8014 |
Total P&L (%) | 687.2207 | 664.5719 | 22.6487 | -5.2644 | 969.8184 | -975.0828 |
Avg Daily Profit (%) | 0.3299 | 0.319 | 0.0109 | -0.0026 | 0.1138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251785 | -226605 | -97742 | -2859121 | -2275046 | -1274111 |
Profit Factor | 1.4784 | 1.6763 | 1.0499 | 0.9995 | 1.1507 | 0.7116 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 149 | 65 | 84 | 149 | 65 | 84 |
Losing Trades | 246 | 132 | 114 | 246 | 132 | 114 |
Profitability (%) | 37.7215 | 32.9949 | 42.4242 | 37.7215 | 32.9949 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.4408 | 3.4041 | 1.4249 | 1.6501 | 2.3368 | 0.9657 |
Largest Winning Trade | 503075 | 503075 | 48937 | 2458720 | 2458720 | 232052 |
Largest Losing Trade | -31092 | -31092 | -22898 | -595233 | -595233 | -260586 |
Avg Bars in Trades | 62 | 106 | 18 | 62 | 106 | 18 |
Avg Bars in Winners | 98 | 193 | 24 | 98 | 193 | 24 |
Avg Bars in Losers | 40 | 63 | 13 | 40 | 63 | 13 |
Bars Traded | 24566 | 20909 | 3657 | 24566 | 20909 | 3657 |
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 | 314017 | 219350 | -351252 | -580710 | -100385 | -582965 |
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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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