Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445635.7217 | 409363.4297 | 36272.292 | 106900.0038 | 903495.0933 | -796595.0894 |
Total P&L (%) | 445.6357 | 409.3634 | 36.2723 | 106.9 | 903.4951 | -796.5951 |
Avg Daily Profit (%) | 0.1783 | 0.1637 | 0.0145 | 0.0291 | 0.0923 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205333 | -130980 | -205299 | -1662110 | -749672 | -1405187 |
Profit Factor | 1.2136 | 1.3887 | 1.0351 | 1.0108 | 1.1811 | 0.8372 |
Total Trades | 678 | 339 | 339 | 678 | 339 | 339 |
Winning Trades | 319 | 162 | 157 | 319 | 162 | 157 |
Losing Trades | 359 | 177 | 182 | 359 | 177 | 182 |
Profitability (%) | 47.0501 | 47.7876 | 46.3127 | 47.0501 | 47.7876 | 46.3127 |
Ratio Avg Win / Avg Loss | 1.3658 | 1.5172 | 1.1999 | 1.1376 | 1.2905 | 0.9705 |
Largest Winning Trade | 80761 | 80761 | 55517 | 430858 | 430858 | 179033 |
Largest Losing Trade | -50638 | -32067 | -50638 | -442622 | -442622 | -362646 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4995 | 2568 | 2427 | 4995 | 2568 | 2427 |
Profit Streak | 0 | 0 | 22.6372 | 0 | 0 | 22.6372 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347888 | 348567 | -357309 | -359977 | -89979 | -580169 |
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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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