Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606411.5785 | 460005.548 | 146406.0304 | 375964.4591 | 251152.778 | 124811.6811 |
Total P&L (%) | 606.4116 | 460.0055 | 146.406 | 375.9645 | 251.1528 | 124.8117 |
Avg Daily Profit (%) | 0.3068 | 0.2327 | 0.0741 | 0.079 | 0.0636 | 0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127404 | -140787 | -263074 | -294236 | -241795 | -604833 |
Profit Factor | 1.1237 | 1.1987 | 1.0566 | 1.045 | 1.0624 | 1.0288 |
Total Trades | 3348 | 1674 | 1674 | 3348 | 1674 | 1674 |
Winning Trades | 1800 | 911 | 889 | 1800 | 911 | 889 |
Losing Trades | 1548 | 763 | 785 | 1548 | 763 | 785 |
Profitability (%) | 53.7634 | 54.4206 | 53.1063 | 53.7634 | 54.4206 | 53.1063 |
Ratio Avg Win / Avg Loss | 0.9663 | 1.004 | 0.933 | 0.8987 | 0.8898 | 0.9084 |
Largest Winning Trade | 33769 | 33769 | 26921 | 94607 | 56086 | 94607 |
Largest Losing Trade | -65340 | -29972 | -65340 | -182312 | -75899 | -182312 |
Avg Bars in Trades | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 7902 | 3790 | 4112 | 7902 | 3790 | 4112 |
Profit Streak | 0 | 0 | 470.2969 | 0 | 0 | 470.2969 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69312 | 482192 | -246193 | -252341 | -254125 | -320840 |
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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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