Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459461.0616 | 363242.8639 | 96218.1977 | 519301.6232 | 857513.3103 | -338211.6872 |
Total P&L (%) | 459.4611 | 363.2429 | 96.2182 | 519.3016 | 857.5133 | -338.2117 |
Avg Daily Profit (%) | 0.2442 | 0.1931 | 0.0511 | 0.097 | 0.1201 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199025 | -168462 | -86932 | -3582521 | -2879607 | -1284146 |
Profit Factor | 1.2896 | 1.4414 | 1.126 | 1.0287 | 1.0912 | 0.961 |
Total Trades | 755 | 378 | 377 | 755 | 378 | 377 |
Winning Trades | 354 | 157 | 197 | 354 | 157 | 197 |
Losing Trades | 401 | 221 | 180 | 401 | 221 | 180 |
Profitability (%) | 46.8874 | 41.5344 | 52.2546 | 46.8874 | 41.5344 | 52.2546 |
Ratio Avg Win / Avg Loss | 1.4608 | 2.0289 | 1.0288 | 1.1653 | 1.536 | 0.878 |
Largest Winning Trade | 142927 | 142927 | 42795 | 618420 | 618420 | 400984 |
Largest Losing Trade | -31292 | -16742 | -31292 | -660289 | -660289 | -466716 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 36 | 32 | 38 | 36 | 32 | 38 |
Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
Bars Traded | 22495 | 9497 | 12998 | 22495 | 9497 | 12998 |
Profit Streak | 7.5172 | 10.3505 | 0 | 7.5172 | 10.3505 | 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 | 421527 | 312552 | -204821 | -248327 | -152232 | -579070 |
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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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