Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352639.883 | 319817.4555 | 32822.4275 | -243243.5984 | -59990.2255 | -183253.3729 |
Total P&L (%) | 352.6399 | 319.8175 | 32.8224 | -243.2436 | -59.9902 | -183.2534 |
Avg Daily Profit (%) | 0.1693 | 0.1536 | 0.0158 | 0 | -0.044 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236171 | -103850 | -303818 | -340980 | -88636 | -262875 |
Profit Factor | 1.1993 | 1.4128 | 1.033 | 0.7557 | 0.8569 | 0.6822 |
Total Trades | 651 | 325 | 326 | 651 | 325 | 326 |
Winning Trades | 348 | 167 | 181 | 290 | 149 | 141 |
Losing Trades | 303 | 158 | 145 | 361 | 176 | 185 |
Profitability (%) | 53.4562 | 51.3846 | 55.5215 | 44.5469 | 45.8462 | 43.2515 |
Ratio Avg Win / Avg Loss | 1.0442 | 1.3367 | 0.8275 | 0.9407 | 1.0121 | 0.8951 |
Largest Winning Trade | 39208 | 39208 | 29712 | 31744 | 26992 | 31744 |
Largest Losing Trade | -120236 | -35831 | -120236 | -74614 | -55326 | -74614 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 34 | 35 | 34 | 39 | 40 | 39 |
Avg Bars in Losers | 42 | 43 | 40 | 36 | 37 | 36 |
Bars Traded | 24868 | 12690 | 12178 | 24868 | 12690 | 12178 |
Profit Streak | 8.4176 | 0 | 20.8343 | 0 | 19.3343 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381363 | 335552 | -357622 | -579497 | -579024 | -582253 |
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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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