Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486886.9183 | 440134.9336 | 46751.9847 | 189707.1934 | 729083.7933 | -539376.6 |
Total P&L (%) | 486.8869 | 440.1349 | 46.752 | 189.7072 | 729.0838 | -539.3766 |
Avg Daily Profit (%) | 0.2618 | 0.2366 | 0.0251 | 0.0572 | 0.1138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134880 | -141418 | -101290 | -2028666 | -1539039 | -1722355 |
Profit Factor | 1.282 | 1.5119 | 1.054 | 1.0134 | 1.1064 | 0.9264 |
Total Trades | 789 | 395 | 394 | 789 | 395 | 394 |
Winning Trades | 385 | 184 | 201 | 385 | 184 | 201 |
Losing Trades | 404 | 211 | 193 | 404 | 211 | 193 |
Profitability (%) | 48.7959 | 46.5823 | 51.0152 | 48.7959 | 46.5823 | 51.0152 |
Ratio Avg Win / Avg Loss | 1.3453 | 1.7337 | 1.012 | 1.0634 | 1.2688 | 0.8896 |
Largest Winning Trade | 226800 | 226800 | 35674 | 845973 | 845973 | 455715 |
Largest Losing Trade | -35000 | -20635 | -35000 | -568093 | -276094 | -568093 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 22160 | 9909 | 12251 | 22160 | 9909 | 12251 |
Profit Streak | 1.4819 | 2.3153 | 0 | 1.4819 | 2.3153 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342888 | 327433 | -320450 | -320943 | -145455 | -579142 |
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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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