Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433207.143 | 308468.0055 | 124739.1375 | 12233.175 | 203188.481 | -190955.306 |
Total P&L (%) | 433.2071 | 308.468 | 124.7391 | 12.2332 | 203.1885 | -190.9553 |
Avg Daily Profit (%) | 0.1894 | 0.1349 | 0.0545 | 0.005 | 0.0485 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121841 | -126488 | -177121 | -403285 | -225837 | -518034 |
Profit Factor | 1.1984 | 1.2868 | 1.1126 | 1.0046 | 1.1625 | 0.8645 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 332 | 161 | 171 | 332 | 161 | 171 |
Losing Trades | 316 | 163 | 153 | 316 | 163 | 153 |
Profitability (%) | 51.2346 | 49.6914 | 52.7778 | 51.2346 | 49.6914 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.1407 | 1.3028 | 0.9955 | 0.9562 | 1.1769 | 0.7735 |
Largest Winning Trade | 47430 | 47430 | 31564 | 90350 | 90350 | 57075 |
Largest Losing Trade | -82370 | -50583 | -82370 | -320227 | -212897 | -320227 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 9093 | 4521 | 4572 | 9093 | 4521 | 4572 |
Profit Streak | 6.4598 | 0 | 9.7098 | 6.4598 | 0 | 9.7098 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351818 | -11648 | -215962 | -494999 | -168610 | -578336 |
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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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