Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671901.0028 | 593065.3831 | 78835.6196 | 89570.1477 | 634983.4079 | -545413.2601 |
Total P&L (%) | 671.901 | 593.0654 | 78.8356 | 89.5701 | 634.9834 | -545.4133 |
Avg Daily Profit (%) | 0.2857 | 0.2522 | 0.0335 | 0.0272 | 0.0849 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155028 | -181766 | -132369 | -1620826 | -1635821 | -1005151 |
Profit Factor | 1.2911 | 1.3765 | 1.1075 | 1.009 | 1.0939 | 0.8288 |
Total Trades | 925 | 462 | 463 | 925 | 462 | 463 |
Winning Trades | 312 | 132 | 180 | 312 | 132 | 180 |
Losing Trades | 613 | 330 | 283 | 613 | 330 | 283 |
Profitability (%) | 33.7297 | 28.5714 | 38.8769 | 33.7297 | 28.5714 | 38.8769 |
Ratio Avg Win / Avg Loss | 2.5366 | 3.4413 | 1.7412 | 1.9824 | 2.7348 | 1.303 |
Largest Winning Trade | 352519 | 352519 | 40194 | 1398217 | 1398217 | 141741 |
Largest Losing Trade | -17599 | -17599 | -17428 | -283892 | -226480 | -283892 |
Avg Bars in Trades | 10 | 16 | 3 | 10 | 16 | 3 |
Avg Bars in Winners | 17 | 34 | 5 | 17 | 34 | 5 |
Avg Bars in Losers | 6 | 9 | 2 | 6 | 9 | 2 |
Bars Traded | 9379 | 7762 | 1617 | 9379 | 7762 | 1617 |
Profit Streak | 4.6997 | 0 | 9.9497 | 4.6997 | 0 | 9.9497 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328561 | -1790 | -250797 | -366830 | -207281 | -580631 |
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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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