Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611627.8498 | 477363.4046 | 134264.4452 | 800662.6238 | 1414569.7888 | -613907.165 |
Total P&L (%) | 611.6279 | 477.3634 | 134.2644 | 800.6626 | 1414.5698 | -613.9072 |
Avg Daily Profit (%) | 0.3094 | 0.2415 | 0.0679 | 0.1113 | 0.1376 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147987 | -152344 | -149390 | -1872164 | -1172745 | -1733855 |
Profit Factor | 1.3953 | 1.6652 | 1.1618 | 1.0734 | 1.2832 | 0.8961 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 216 | 107 | 109 | 216 | 107 | 109 |
Losing Trades | 216 | 109 | 107 | 216 | 109 | 107 |
Profitability (%) | 50 | 49.537 | 50.463 | 50 | 49.537 | 50.463 |
Ratio Avg Win / Avg Loss | 1.3953 | 1.6963 | 1.1405 | 1.0734 | 1.3072 | 0.8797 |
Largest Winning Trade | 78265 | 78265 | 70319 | 558052 | 558052 | 515256 |
Largest Losing Trade | -55591 | -39636 | -55591 | -1044380 | -345492 | -1044380 |
Avg Bars in Trades | 18 | 14 | 21 | 18 | 14 | 21 |
Avg Bars in Winners | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Losers | 17 | 13 | 21 | 17 | 13 | 21 |
Bars Traded | 7790 | 3101 | 4689 | 7790 | 3101 | 4689 |
Profit Streak | 0 | 0 | 484.752 | 0 | 0 | 484.752 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438291 | 424890 | -143257 | -181273 | -8297 | -579280 |
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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) |
---|