Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501423.6777 | 387692.436 | 113731.2417 | 255571.5551 | 89158.6903 | 166412.8648 |
Total P&L (%) | 501.4237 | 387.6924 | 113.7312 | 255.5716 | 89.1587 | 166.4129 |
Avg Daily Profit (%) | 0.2314 | 0.1789 | 0.0525 | 0.0586 | 0.0294 | 0.0452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142379 | -86395 | -188630 | -784130 | -633906 | -494326 |
Profit Factor | 1.2034 | 1.3391 | 1.086 | 1.031 | 1.0226 | 1.0387 |
Total Trades | 770 | 385 | 385 | 770 | 385 | 385 |
Winning Trades | 404 | 201 | 203 | 404 | 201 | 203 |
Losing Trades | 366 | 184 | 182 | 366 | 184 | 182 |
Profitability (%) | 52.4675 | 52.2078 | 52.7273 | 52.4675 | 52.2078 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.0902 | 1.2259 | 0.9737 | 0.934 | 0.9361 | 0.9313 |
Largest Winning Trade | 56705 | 50105 | 56705 | 153488 | 90757 | 153488 |
Largest Losing Trade | -36316 | -29844 | -36316 | -180396 | -180396 | -144635 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 8457 | 4228 | 4229 | 8457 | 4228 | 4229 |
Profit Streak | 0 | 0 | 10.9868 | 0 | 0 | 10.9868 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462110 | 352268 | -247639 | -297755 | -348871 | -309357 |
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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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