Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551407.155 | 499834.6718 | 51572.4832 | 156173.071 | 438939.8894 | -282766.8184 |
Total P&L (%) | 551.4072 | 499.8347 | 51.5725 | 156.1731 | 438.9399 | -282.7668 |
Avg Daily Profit (%) | 0.2283 | 0.2069 | 0.0214 | 0.039 | 0.0698 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169427 | -96053 | -214344 | -1912587 | -791209 | -1292911 |
Profit Factor | 1.2423 | 1.4522 | 1.0441 | 1.0167 | 1.0966 | 0.941 |
Total Trades | 844 | 422 | 422 | 844 | 422 | 422 |
Winning Trades | 297 | 150 | 147 | 297 | 150 | 147 |
Losing Trades | 547 | 272 | 275 | 547 | 272 | 275 |
Profitability (%) | 35.1896 | 35.545 | 34.8341 | 35.1896 | 35.545 | 34.8341 |
Ratio Avg Win / Avg Loss | 2.2881 | 2.6332 | 1.9532 | 1.8726 | 1.9885 | 1.7604 |
Largest Winning Trade | 284551 | 284551 | 43446 | 375501 | 375501 | 334865 |
Largest Losing Trade | -19402 | -19402 | -17882 | -198608 | -198608 | -146177 |
Avg Bars in Trades | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 7196 | 3826 | 3370 | 7196 | 3826 | 3370 |
Profit Streak | 9.1234 | 0 | 12.4567 | 9.1234 | 0 | 12.4567 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313781 | 220024 | -339841 | -342294 | -216655 | -581353 |
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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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