Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474291.4333 | 310580.0233 | 163711.41 | -576242.032 | -232865.6398 | -343376.3922 |
Total P&L (%) | 474.2914 | 310.58 | 163.7114 | -576.242 | -232.8656 | -343.3764 |
Avg Daily Profit (%) | 0.2712 | 0.1776 | 0.0936 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203582 | -80354 | -217574 | -779984 | -419114 | -443233 |
Profit Factor | 1.2615 | 1.3624 | 1.1711 | 0.7668 | 0.7987 | 0.7387 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 286 | 134 | 152 | 217 | 120 | 97 |
Losing Trades | 220 | 119 | 101 | 289 | 133 | 156 |
Profitability (%) | 56.5217 | 52.9644 | 60.0791 | 42.8854 | 47.4308 | 38.3399 |
Ratio Avg Win / Avg Loss | 0.9704 | 1.2099 | 0.7782 | 1.0212 | 0.8853 | 1.188 |
Largest Winning Trade | 36396 | 31917 | 36396 | 77902 | 47735 | 77902 |
Largest Losing Trade | -118569 | -24706 | -118569 | -90326 | -68624 | -90326 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 20891 | 10444 | 10447 | 20891 | 10444 | 10447 |
Profit Streak | 0 | 0 | 19.226 | 5.3926 | 22.6426 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356427 | 325686 | -98838 | -578525 | -579543 | -582877 |
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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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