Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571829.5847 | 537550.5345 | 34279.0502 | -25165.1624 | 39605.2467 | -64770.4091 |
Total P&L (%) | 571.8296 | 537.5505 | 34.2791 | -25.1652 | 39.6052 | -64.7704 |
Avg Daily Profit (%) | 0.3587 | 0.3372 | 0.0215 | -0.0182 | 0.0209 | -0.0654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131132 | -133188 | -69324 | -379533 | -320453 | -142553 |
Profit Factor | 1.3321 | 1.4715 | 1.0589 | 0.9893 | 1.0252 | 0.9158 |
Total Trades | 539 | 269 | 270 | 539 | 269 | 270 |
Winning Trades | 298 | 142 | 156 | 298 | 142 | 156 |
Losing Trades | 241 | 127 | 114 | 241 | 127 | 114 |
Profitability (%) | 55.2876 | 52.7881 | 57.7778 | 55.2876 | 52.7881 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.0773 | 1.3161 | 0.7738 | 0.8 | 0.9169 | 0.6693 |
Largest Winning Trade | 392464 | 392464 | 16180 | 192632 | 192632 | 24930 |
Largest Losing Trade | -39863 | -39863 | -23621 | -105781 | -105781 | -31614 |
Avg Bars in Trades | 17 | 29 | 5 | 17 | 29 | 5 |
Avg Bars in Winners | 12 | 21 | 4 | 12 | 21 | 4 |
Avg Bars in Losers | 23 | 39 | 6 | 23 | 39 | 6 |
Bars Traded | 9391 | 8015 | 1375 | 9391 | 8015 | 1375 |
Profit Streak | 0 | 22.1258 | 0 | 0 | 22.1258 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484327 | 478783 | -322123 | -576998 | -358710 | -578635 |
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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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