Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611880.7367 | 455504.9062 | 156375.8305 | 356796.3043 | 2351589.5781 | -1994793.2738 |
Total P&L (%) | 611.8807 | 455.5049 | 156.3758 | 356.7963 | 2351.5896 | -1994.7933 |
Avg Daily Profit (%) | 0.325 | 0.2419 | 0.0831 | 0.0807 | 0.1701 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214678 | -124815 | -163038 | -11679179 | -9463340 | -6386651 |
Profit Factor | 1.195 | 1.3059 | 1.0948 | 1.0038 | 1.0519 | 0.958 |
Total Trades | 1009 | 505 | 504 | 1009 | 505 | 504 |
Winning Trades | 425 | 215 | 210 | 425 | 215 | 210 |
Losing Trades | 584 | 290 | 294 | 584 | 290 | 294 |
Profitability (%) | 42.1209 | 42.5743 | 41.6667 | 42.1209 | 42.5743 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.6421 | 1.7615 | 1.5327 | 1.3794 | 1.4188 | 1.3411 |
Largest Winning Trade | 56933 | 52579 | 56933 | 2274478 | 2018609 | 2274478 |
Largest Losing Trade | -41482 | -34998 | -41482 | -1890736 | -1890736 | -1687833 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 11267 | 5591 | 5676 | 11267 | 5591 | 5676 |
Profit Streak | 0 | 0 | 4.3467 | 0 | 0 | 4.3467 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253919 | 312630 | -197489 | -298597 | -156198 | -579429 |
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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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