Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693072.577 | 570014.627 | 123057.95 | 655572.8528 | 73622.4521 | 581950.4007 |
Total P&L (%) | 693.0726 | 570.0146 | 123.058 | 655.5729 | 73.6225 | 581.9504 |
Avg Daily Profit (%) | 0.2985 | 0.2455 | 0.053 | 0.0871 | 0.0238 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144786 | -110271 | -235645 | -2993295 | -1857928 | -1261614 |
Profit Factor | 1.2708 | 1.4552 | 1.0941 | 1.0555 | 1.0123 | 1.0996 |
Total Trades | 882 | 441 | 441 | 882 | 441 | 441 |
Winning Trades | 309 | 129 | 180 | 309 | 129 | 180 |
Losing Trades | 573 | 312 | 261 | 573 | 312 | 261 |
Profitability (%) | 35.034 | 29.2517 | 40.8163 | 35.034 | 29.2517 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.3565 | 3.5195 | 1.5865 | 1.9573 | 2.4484 | 1.5945 |
Largest Winning Trade | 186225 | 186225 | 60604 | 750118 | 750118 | 629352 |
Largest Losing Trade | -20961 | -13065 | -20961 | -271241 | -271241 | -209004 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 29 | 35 | 25 | 29 | 35 | 25 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 13873 | 7260 | 6613 | 13873 | 7260 | 6613 |
Profit Streak | 8.0391 | 9.3725 | 0 | 8.0391 | 9.3725 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346844 | 78745 | -239554 | -234828 | -375353 | -193464 |
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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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