Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952135.6116 | 894741.3521 | 57394.2596 | 211146.1504 | 1270736.1342 | -1059589.9837 |
Total P&L (%) | 952.1356 | 894.7414 | 57.3943 | 211.1462 | 1270.7361 | -1059.59 |
Avg Daily Profit (%) | 0.4009 | 0.3768 | 0.0242 | 0.0478 | 0.1103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306552 | -176731 | -185940 | -8240601 | -5240788 | -4469336 |
Profit Factor | 1.7113 | 2.5377 | 1.0758 | 1.009 | 1.115 | 0.915 |
Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
Winning Trades | 184 | 96 | 88 | 184 | 96 | 88 |
Losing Trades | 207 | 100 | 107 | 207 | 100 | 107 |
Profitability (%) | 47.0588 | 48.9796 | 45.1282 | 47.0588 | 48.9796 | 45.1282 |
Ratio Avg Win / Avg Loss | 1.9252 | 2.6435 | 1.3081 | 1.1351 | 1.1615 | 1.1126 |
Largest Winning Trade | 694753 | 694753 | 76635 | 3022303 | 3022303 | 1665512 |
Largest Losing Trade | -41650 | -35685 | -41650 | -1940320 | -1319147 | -1940320 |
Avg Bars in Trades | 35 | 32 | 39 | 35 | 32 | 39 |
Avg Bars in Winners | 47 | 42 | 54 | 47 | 42 | 54 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 14064 | 6410 | 7654 | 14064 | 6410 | 7654 |
Profit Streak | 0 | 0 | 13.609 | 0 | 0 | 13.609 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500337 | 520568 | -298878 | -338814 | -139284 | -579462 |
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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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