Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579185.8246 | 513449.2973 | 65736.5274 | 149451.3828 | 746241.496 | -596790.1132 |
Total P&L (%) | 579.1858 | 513.4493 | 65.7365 | 149.4514 | 746.2415 | -596.7901 |
Avg Daily Profit (%) | 0.3084 | 0.2734 | 0.035 | 0.0487 | 0.1138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -357196 | -179887 | -232884 | -1148449 | -407820 | -913148 |
Profit Factor | 1.2301 | 1.4623 | 1.0467 | 1.0306 | 1.3812 | 0.7961 |
Total Trades | 686 | 343 | 343 | 686 | 343 | 343 |
Winning Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Losing Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Profitability (%) | 53.7901 | 53.6443 | 53.9359 | 53.7901 | 53.6443 | 53.9359 |
Ratio Avg Win / Avg Loss | 1.0567 | 1.2636 | 0.894 | 0.8854 | 1.1935 | 0.6799 |
Largest Winning Trade | 80838 | 80838 | 45435 | 333709 | 271268 | 333709 |
Largest Losing Trade | -53633 | -37450 | -53633 | -235188 | -222075 | -235188 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7341 | 3673 | 3667 | 7341 | 3673 | 3667 |
Profit Streak | 3.8923 | 11.8923 | 0 | 3.8923 | 11.8923 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455523 | 461355 | -315184 | -312406 | -37043 | -578752 |
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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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