Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489261.6894 | 389807.8857 | 99453.8038 | 327588.7341 | -476857.0426 | 804445.7767 |
Total P&L (%) | 489.2617 | 389.8079 | 99.4538 | 327.5887 | -476.857 | 804.4458 |
Avg Daily Profit (%) | 0.1955 | 0.1558 | 0.0397 | 0.0581 | 0 | 0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160804 | -84992 | -124676 | -4985954 | -2766435 | -2559856 |
Profit Factor | 1.2334 | 1.3769 | 1.0937 | 1.0114 | 0.969 | 1.0607 |
Total Trades | 687 | 343 | 344 | 687 | 343 | 344 |
Winning Trades | 355 | 174 | 181 | 355 | 174 | 181 |
Losing Trades | 332 | 169 | 163 | 332 | 169 | 163 |
Profitability (%) | 51.6739 | 50.7289 | 52.6163 | 51.6739 | 50.7289 | 52.6163 |
Ratio Avg Win / Avg Loss | 1.1535 | 1.3373 | 0.9849 | 0.9459 | 0.9411 | 0.9552 |
Largest Winning Trade | 62631 | 62631 | 31480 | 651254 | 651254 | 563636 |
Largest Losing Trade | -46270 | -36667 | -46270 | -1085447 | -950041 | -1085447 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4691 | 2346 | 2345 | 4691 | 2346 | 2345 |
Profit Streak | 0 | 13.2581 | 0 | 0 | 13.2581 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408356 | 360445 | -257129 | -320885 | -578562 | -228580 |
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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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