Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324349.1517 | 306892.3279 | 17456.8238 | -54618.9616 | 362024.8925 | -416643.8541 |
Total P&L (%) | 324.3492 | 306.8923 | 17.4568 | -54.619 | 362.0249 | -416.6439 |
Avg Daily Profit (%) | 0.1672 | 0.1582 | 0.009 | -0.0407 | 0.0789 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207396 | -172240 | -192881 | -2045914 | -1000527 | -1399159 |
Profit Factor | 1.1663 | 1.3339 | 1.0169 | 0.9908 | 1.148 | 0.8814 |
Total Trades | 526 | 263 | 263 | 526 | 263 | 263 |
Winning Trades | 276 | 127 | 149 | 276 | 127 | 149 |
Losing Trades | 250 | 136 | 114 | 250 | 136 | 114 |
Profitability (%) | 52.4715 | 48.289 | 56.654 | 52.4715 | 48.289 | 56.654 |
Ratio Avg Win / Avg Loss | 1.0564 | 1.4284 | 0.7781 | 0.8975 | 1.2293 | 0.6744 |
Largest Winning Trade | 122211 | 122211 | 42990 | 602371 | 195983 | 602371 |
Largest Losing Trade | -45263 | -45263 | -43816 | -723062 | -297744 | -723062 |
Avg Bars in Trades | 6 | 7 | 6 | 6 | 7 | 6 |
Avg Bars in Winners | 7 | 7 | 6 | 7 | 7 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3658 | 1841 | 1817 | 3658 | 1841 | 1817 |
Profit Streak | 4.5775 | 8.0775 | 0 | 4.5775 | 8.0775 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26602 | 311828 | -391003 | -577111 | -144201 | -578817 |
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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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