Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497160.4167 | 434321.8213 | 62838.5954 | 107846.7064 | 219209.4762 | -111362.7698 |
Total P&L (%) | 497.1604 | 434.3218 | 62.8386 | 107.8467 | 219.2095 | -111.3628 |
Avg Daily Profit (%) | 0.1983 | 0.1733 | 0.0251 | 0.0292 | 0.0463 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174214 | -76391 | -255108 | -202194 | -99164 | -290421 |
Profit Factor | 1.2046 | 1.3838 | 1.0484 | 1.0541 | 1.2408 | 0.8973 |
Total Trades | 791 | 396 | 395 | 791 | 396 | 395 |
Winning Trades | 415 | 211 | 204 | 415 | 211 | 204 |
Losing Trades | 376 | 185 | 191 | 376 | 185 | 191 |
Profitability (%) | 52.4652 | 53.2828 | 51.6456 | 52.4652 | 53.2828 | 51.6456 |
Ratio Avg Win / Avg Loss | 1.0914 | 1.2133 | 0.9816 | 0.955 | 1.0879 | 0.8402 |
Largest Winning Trade | 52309 | 52309 | 38513 | 39659 | 39659 | 33667 |
Largest Losing Trade | -78304 | -37417 | -78304 | -134274 | -59213 | -134274 |
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 | 4934 | 2475 | 2459 | 4934 | 2475 | 2459 |
Profit Streak | 0 | 0 | 12.931 | 0 | 0 | 12.931 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441119 | 367441 | -326214 | -311474 | -129110 | -578168 |
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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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