Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596455.5937 | 425778.2054 | 170677.3883 | 932090.245 | 2720364.1973 | -1788273.9523 |
Total P&L (%) | 596.4556 | 425.7782 | 170.6774 | 932.0902 | 2720.3642 | -1788.274 |
Avg Daily Profit (%) | 0.2747 | 0.1961 | 0.0786 | 0.1076 | 0.1539 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133683 | -80025 | -97235 | -5231720 | -2546178 | -3331048 |
Profit Factor | 1.216 | 1.3166 | 1.1205 | 1.0184 | 1.1129 | 0.9329 |
Total Trades | 1014 | 507 | 507 | 1014 | 507 | 507 |
Winning Trades | 511 | 247 | 264 | 511 | 247 | 264 |
Losing Trades | 503 | 260 | 243 | 503 | 260 | 243 |
Profitability (%) | 50.3945 | 48.7179 | 52.071 | 50.3945 | 48.7179 | 52.071 |
Ratio Avg Win / Avg Loss | 1.1969 | 1.3859 | 1.0313 | 1.0024 | 1.1715 | 0.8586 |
Largest Winning Trade | 46866 | 33706 | 46866 | 943071 | 756455 | 943071 |
Largest Losing Trade | -47480 | -25031 | -47480 | -1441929 | -606974 | -1441929 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 12898 | 6450 | 6448 | 12898 | 6450 | 6448 |
Profit Streak | 10.1576 | 10.1576 | 20.8243 | 10.1576 | 10.1576 | 20.8243 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570183 | 386925 | -171857 | -241690 | -85685 | -576624 |
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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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