Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272549.9564 | 264539.1027 | 8010.8537 | 39213.3645 | 329791.7751 | -290578.4106 |
Total P&L (%) | 272.55 | 264.5391 | 8.0109 | 39.2134 | 329.7918 | -290.5784 |
Avg Daily Profit (%) | 0.225 | 0.2184 | 0.0066 | 0.0273 | 0.1204 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206445 | -127732 | -148689 | -389068 | -186288 | -405252 |
Profit Factor | 1.147 | 1.3008 | 1.0082 | 1.0132 | 1.248 | 0.8232 |
Total Trades | 711 | 356 | 355 | 711 | 356 | 355 |
Winning Trades | 365 | 177 | 188 | 365 | 177 | 188 |
Losing Trades | 346 | 179 | 167 | 346 | 179 | 167 |
Profitability (%) | 51.3361 | 49.7191 | 52.9577 | 51.3361 | 49.7191 | 52.9577 |
Ratio Avg Win / Avg Loss | 1.0873 | 1.3155 | 0.8956 | 0.9604 | 1.2621 | 0.7313 |
Largest Winning Trade | 104633 | 104633 | 24277 | 125543 | 125543 | 40476 |
Largest Losing Trade | -39720 | -22276 | -39720 | -121034 | -40232 | -121034 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4793 | 2394 | 2399 | 4793 | 2394 | 2399 |
Profit Streak | 0 | 0 | 8.0435 | 0 | 0 | 8.0435 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46851 | 336280 | -560288 | -362205 | -30992 | -578141 |
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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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