Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560689.7961 | 464651.5533 | 96038.2427 | 184773.8746 | 2186431.6393 | -2001657.7646 |
Total P&L (%) | 560.6898 | 464.6516 | 96.0382 | 184.7739 | 2186.4316 | -2001.6578 |
Avg Daily Profit (%) | 0.3012 | 0.2496 | 0.0516 | 0.0562 | 0.1682 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261995 | -133132 | -168823 | -4593360 | -2422611 | -2948554 |
Profit Factor | 1.2639 | 1.469 | 1.0847 | 1.009 | 1.2407 | 0.8259 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 224 | 111 | 113 | 224 | 111 | 113 |
Losing Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Profitability (%) | 51.6129 | 51.1521 | 52.0737 | 51.6129 | 51.1521 | 52.0737 |
Ratio Avg Win / Avg Loss | 1.1849 | 1.4028 | 0.9983 | 0.9459 | 1.1848 | 0.7601 |
Largest Winning Trade | 90631 | 90631 | 38498 | 1641072 | 1641072 | 855969 |
Largest Losing Trade | -39844 | -37099 | -39844 | -1097915 | -805952 | -1097915 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7189 | 3595 | 3593 | 7189 | 3595 | 3593 |
Profit Streak | 0 | 0 | 22.6862 | 0 | 0 | 22.6862 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414757 | 366065 | -250855 | -327399 | 305826 | -578610 |
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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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