Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565949.9518 | 401916.7081 | 164033.2437 | 389043.0419 | 692493.8075 | -303450.7655 |
Total P&L (%) | 565.95 | 401.9167 | 164.0332 | 389.043 | 692.4938 | -303.4508 |
Avg Daily Profit (%) | 0.2969 | 0.2108 | 0.086 | 0.0833 | 0.1086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165295 | -124357 | -126302 | -1032074 | -815735 | -652571 |
Profit Factor | 1.2196 | 1.3218 | 1.1235 | 1.0338 | 1.127 | 0.9498 |
Total Trades | 787 | 394 | 393 | 787 | 394 | 393 |
Winning Trades | 422 | 200 | 222 | 422 | 200 | 222 |
Losing Trades | 365 | 194 | 171 | 365 | 194 | 171 |
Profitability (%) | 53.6213 | 50.7614 | 56.4886 | 53.6213 | 50.7614 | 56.4886 |
Ratio Avg Win / Avg Loss | 1.0549 | 1.2822 | 0.8654 | 0.8942 | 1.0932 | 0.7316 |
Largest Winning Trade | 73054 | 73054 | 29975 | 193843 | 193843 | 123325 |
Largest Losing Trade | -47852 | -34361 | -47852 | -293032 | -181440 | -293032 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5679 | 2845 | 2834 | 5679 | 2845 | 2834 |
Profit Streak | 10.4245 | 12.4245 | 10.4245 | 10.4245 | 12.4245 | 10.4245 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549685 | 392227 | -161153 | -259915 | -125341 | -577506 |
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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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