Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332281.043 | 224581.792 | 107699.251 | 716600.3404 | 862296.4997 | -145696.1593 |
Total P&L (%) | 332.281 | 224.5818 | 107.6993 | 716.6003 | 862.2965 | -145.6962 |
Avg Daily Profit (%) | 0.319 | 0.2156 | 0.1034 | 0.2018 | 0.2176 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98374 | -58940 | -77739 | -1327110 | -569660 | -1008493 |
Profit Factor | 1.3476 | 1.4742 | 1.2232 | 1.141 | 1.3633 | 0.9462 |
Total Trades | 712 | 356 | 356 | 712 | 356 | 356 |
Winning Trades | 326 | 155 | 171 | 326 | 155 | 171 |
Losing Trades | 386 | 201 | 185 | 386 | 201 | 185 |
Profitability (%) | 45.7865 | 43.5393 | 48.0337 | 45.7865 | 43.5393 | 48.0337 |
Ratio Avg Win / Avg Loss | 1.5956 | 1.9117 | 1.3234 | 1.3511 | 1.7679 | 1.0236 |
Largest Winning Trade | 52577 | 52577 | 47137 | 691062 | 691062 | 394276 |
Largest Losing Trade | -15909 | -15909 | -13977 | -203682 | -203682 | -155668 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 45 | 36 | 53 | 45 | 36 | 53 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 24698 | 11027 | 13671 | 24698 | 11027 | 13671 |
Profit Streak | 5.5247 | 13.3997 | 5.5247 | 5.5247 | 13.3997 | 5.5247 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481704 | 355886 | -54089 | -54068 | 347100 | -577864 |
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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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