Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551925.3438 | 407359.7853 | 144565.5585 | 502692.7861 | 1268754.5219 | -766061.7358 |
Total P&L (%) | 551.9253 | 407.3598 | 144.5656 | 502.6928 | 1268.7545 | -766.0617 |
Avg Daily Profit (%) | 0.2553 | 0.1884 | 0.0669 | 0.0831 | 0.1211 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128954 | -81290 | -122614 | -3129770 | -2000755 | -2242955 |
Profit Factor | 1.2546 | 1.4028 | 1.125 | 1.0168 | 1.0904 | 0.952 |
Total Trades | 649 | 325 | 324 | 649 | 325 | 324 |
Winning Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Losing Trades | 318 | 160 | 158 | 318 | 160 | 158 |
Profitability (%) | 51.0015 | 50.7692 | 51.2346 | 51.0015 | 50.7692 | 51.2346 |
Ratio Avg Win / Avg Loss | 1.2053 | 1.3603 | 1.0708 | 0.9768 | 1.0574 | 0.9061 |
Largest Winning Trade | 52438 | 52438 | 45787 | 778558 | 778558 | 658348 |
Largest Losing Trade | -49517 | -34265 | -49517 | -1580593 | -869867 | -1580593 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 8629 | 4315 | 4314 | 8629 | 4315 | 4314 |
Profit Streak | 0 | 0 | 14.9645 | 0 | 0 | 14.9645 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436142 | 351211 | -184498 | -281513 | -150431 | -578614 |
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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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