Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593337.3955 | 425756.7629 | 167580.6325 | 131541.9556 | 1073791.6606 | -942249.705 |
Total P&L (%) | 593.3374 | 425.7568 | 167.5806 | 131.542 | 1073.7917 | -942.2497 |
Avg Daily Profit (%) | 0.3107 | 0.223 | 0.0878 | 0.044 | 0.1291 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195091 | -105092 | -138360 | -1389678 | -409967 | -1339470 |
Profit Factor | 1.3281 | 1.5132 | 1.1712 | 1.0267 | 1.5769 | 0.6932 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 247 | 117 | 130 | 247 | 117 | 130 |
Losing Trades | 245 | 129 | 116 | 245 | 129 | 116 |
Profitability (%) | 50.2033 | 47.561 | 52.8455 | 50.2033 | 47.561 | 52.8455 |
Ratio Avg Win / Avg Loss | 1.3173 | 1.6684 | 1.0451 | 1.0184 | 1.7386 | 0.6185 |
Largest Winning Trade | 76073 | 76073 | 38548 | 513735 | 513735 | 146561 |
Largest Losing Trade | -92043 | -35829 | -92043 | -742261 | -141695 | -742261 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3806 | 1905 | 1901 | 3806 | 1905 | 1901 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436132 | 373540 | -106631 | -322483 | -17360 | -579399 |
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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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