Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745332.7096 | 625603.1612 | 119729.5484 | 681756.1616 | 947628.4017 | -265872.2401 |
Total P&L (%) | 745.3327 | 625.6032 | 119.7295 | 681.7562 | 947.6284 | -265.8722 |
Avg Daily Profit (%) | 0.3231 | 0.2712 | 0.0519 | 0.0892 | 0.1019 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124123 | -105187 | -182377 | -1060155 | -698584 | -1125758 |
Profit Factor | 1.2869 | 1.513 | 1.0869 | 1.0478 | 1.1459 | 0.9658 |
Total Trades | 719 | 360 | 359 | 719 | 360 | 359 |
Winning Trades | 380 | 193 | 187 | 380 | 193 | 187 |
Losing Trades | 339 | 167 | 172 | 339 | 167 | 172 |
Profitability (%) | 52.8512 | 53.6111 | 52.0891 | 52.8512 | 53.6111 | 52.0891 |
Ratio Avg Win / Avg Loss | 1.1481 | 1.3091 | 0.9997 | 0.9347 | 0.9915 | 0.8884 |
Largest Winning Trade | 98485 | 98485 | 54085 | 477266 | 477266 | 303539 |
Largest Losing Trade | -42832 | -42832 | -33566 | -349335 | -263503 | -349335 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 13684 | 6093 | 7591 | 13684 | 6093 | 7591 |
Profit Streak | 0 | 0 | 10.0903 | 0 | 0 | 10.0903 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485876 | 435731 | -247711 | -238751 | -116175 | -578246 |
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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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