Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555305.5648 | 489799.8195 | 65505.7453 | 203564.413 | 83836.3143 | 119728.0987 |
Total P&L (%) | 555.3056 | 489.7998 | 65.5057 | 203.5644 | 83.8363 | 119.7281 |
Avg Daily Profit (%) | 0.222 | 0.1958 | 0.0262 | 0.0444 | 0.0243 | 0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207741 | -112046 | -188619 | -204181 | -166140 | -165958 |
Profit Factor | 1.1966 | 1.3761 | 1.043 | 1.0695 | 1.0589 | 1.0795 |
Total Trades | 1003 | 502 | 501 | 1003 | 502 | 501 |
Winning Trades | 512 | 258 | 254 | 512 | 258 | 254 |
Losing Trades | 491 | 244 | 247 | 491 | 244 | 247 |
Profitability (%) | 51.0469 | 51.3944 | 50.6986 | 51.0469 | 51.3944 | 50.6986 |
Ratio Avg Win / Avg Loss | 1.1475 | 1.3014 | 1.0143 | 1.0256 | 1.0015 | 1.0497 |
Largest Winning Trade | 114605 | 114605 | 33157 | 77098 | 77098 | 33367 |
Largest Losing Trade | -47690 | -37932 | -47690 | -65839 | -43177 | -65839 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 14996 | 7499 | 7497 | 14996 | 7499 | 7497 |
Profit Streak | 6.5906 | 6.5906 | 24.0906 | 6.5906 | 6.5906 | 24.0906 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401336 | 408583 | -327459 | -270454 | -312834 | -279998 |
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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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