Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429659.0268 | 383591.6528 | 46067.3739 | 113108.4053 | 952742.0987 | -839633.6934 |
Total P&L (%) | 429.659 | 383.5917 | 46.0674 | 113.1084 | 952.7421 | -839.6337 |
Avg Daily Profit (%) | 0.1806 | 0.1612 | 0.0194 | 0.0318 | 0.099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136752 | -90038 | -139068 | -1112964 | -411929 | -1107813 |
Profit Factor | 1.1893 | 1.368 | 1.0375 | 1.0147 | 1.2893 | 0.8093 |
Total Trades | 680 | 340 | 340 | 680 | 340 | 340 |
Winning Trades | 350 | 173 | 177 | 350 | 173 | 177 |
Losing Trades | 330 | 167 | 163 | 330 | 167 | 163 |
Profitability (%) | 51.4706 | 50.8824 | 52.0588 | 51.4706 | 50.8824 | 52.0588 |
Ratio Avg Win / Avg Loss | 1.1214 | 1.3206 | 0.9555 | 0.9567 | 1.2445 | 0.7452 |
Largest Winning Trade | 52862 | 52862 | 39652 | 211371 | 211371 | 168720 |
Largest Losing Trade | -50742 | -27718 | -50742 | -343263 | -255730 | -343263 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 9496 | 4732 | 4764 | 9496 | 4732 | 4764 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -769 | 338525 | -347800 | -352407 | -58787 | -579011 |
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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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