Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448233.9934 | 255717.6726 | 192516.3209 | 191686.6223 | -924512.9961 | 1116199.6184 |
Total P&L (%) | 448.234 | 255.7177 | 192.5163 | 191.6866 | -924.513 | 1116.1996 |
Avg Daily Profit (%) | 0.2466 | 0.1407 | 0.1059 | 0.0589 | 0 | 0.1376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209467 | -175932 | -67714 | -2214677 | -1736798 | -589250 |
Profit Factor | 1.2501 | 1.2467 | 1.2548 | 1.0211 | 0.8364 | 1.327 |
Total Trades | 703 | 351 | 352 | 703 | 351 | 352 |
Winning Trades | 354 | 164 | 190 | 354 | 164 | 190 |
Losing Trades | 349 | 187 | 162 | 349 | 187 | 162 |
Profitability (%) | 50.3556 | 46.7236 | 53.9773 | 50.3556 | 46.7236 | 53.9773 |
Ratio Avg Win / Avg Loss | 1.2325 | 1.4216 | 1.0699 | 1.0067 | 0.9537 | 1.1314 |
Largest Winning Trade | 95926 | 95926 | 30339 | 369097 | 325021 | 369097 |
Largest Losing Trade | -55566 | -50509 | -55566 | -539176 | -539176 | -252444 |
Avg Bars in Trades | 7 | 9 | 5 | 7 | 9 | 5 |
Avg Bars in Winners | 7 | 10 | 5 | 7 | 10 | 5 |
Avg Bars in Losers | 7 | 9 | 5 | 7 | 9 | 5 |
Bars Traded | 5415 | 3403 | 2012 | 5415 | 3403 | 2012 |
Profit Streak | 5.622 | 6.622 | 5.622 | 5.622 | 6.622 | 5.622 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466916 | -4461 | -48970 | -306337 | -579806 | -5937 |
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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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