Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591344.0179 | 263351.6782 | 327992.3397 | 3092996.3521 | 628645.6257 | 2464350.7264 |
Total P&L (%) | 591.344 | 263.3517 | 327.9923 | 3092.9964 | 628.6456 | 2464.3507 |
Avg Daily Profit (%) | 0.4005 | 0.1783 | 0.2221 | 0.2348 | 0.1346 | 0.2199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134079 | -132832 | -50518 | -2731158 | -2882990 | -1429891 |
Profit Factor | 1.4051 | 1.2986 | 1.5675 | 1.1314 | 1.0473 | 1.2403 |
Total Trades | 533 | 266 | 267 | 533 | 266 | 267 |
Winning Trades | 286 | 125 | 161 | 286 | 125 | 161 |
Losing Trades | 247 | 141 | 106 | 247 | 141 | 106 |
Profitability (%) | 53.6585 | 46.9925 | 60.2996 | 53.6585 | 46.9925 | 60.2996 |
Ratio Avg Win / Avg Loss | 1.2135 | 1.4648 | 1.032 | 0.9771 | 1.1814 | 0.8166 |
Largest Winning Trade | 79188 | 79188 | 25845 | 646115 | 646115 | 639526 |
Largest Losing Trade | -25826 | -25826 | -23074 | -791295 | -616935 | -791295 |
Avg Bars in Trades | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Winners | 16 | 23 | 10 | 16 | 23 | 10 |
Avg Bars in Losers | 16 | 20 | 11 | 16 | 20 | 11 |
Bars Traded | 8790 | 5880 | 2910 | 8790 | 5880 | 2910 |
Profit Streak | 5.4581 | 0 | 6.2914 | 5.4581 | 0 | 6.2914 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529968 | 268395 | 456333 | -65096 | -181484 | 338678 |
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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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