Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455397.9126 | 432116.0788 | 23281.8338 | 25016.0766 | -717327.0477 | 742343.1243 |
Total P&L (%) | 455.3979 | 432.1161 | 23.2818 | 25.0161 | -717.327 | 742.3431 |
Avg Daily Profit (%) | 0.243 | 0.2305 | 0.0124 | 0.0119 | 0 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257826 | -161940 | -174982 | -4634898 | -4276829 | -2586123 |
Profit Factor | 1.1929 | 1.3781 | 1.0191 | 1.001 | 0.9437 | 1.0608 |
Total Trades | 936 | 468 | 468 | 936 | 468 | 468 |
Winning Trades | 455 | 214 | 241 | 455 | 214 | 241 |
Losing Trades | 481 | 254 | 227 | 481 | 254 | 227 |
Profitability (%) | 48.6111 | 45.7265 | 51.4957 | 48.6111 | 45.7265 | 51.4957 |
Ratio Avg Win / Avg Loss | 1.261 | 1.6357 | 0.9599 | 1.0582 | 1.12 | 0.9992 |
Largest Winning Trade | 199738 | 199738 | 31050 | 1673676 | 1673676 | 833483 |
Largest Losing Trade | -33464 | -26652 | -33464 | -823640 | -823640 | -749472 |
Avg Bars in Trades | 6 | 6 | 5 | 6 | 6 | 5 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5619 | 2825 | 2794 | 5619 | 2825 | 2794 |
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 | 168303 | 362179 | -379754 | -394857 | -578605 | -193664 |
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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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