Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550284.4028 | 452313.701 | 97970.7018 | 112585.478 | 763824.3373 | -651238.8593 |
Total P&L (%) | 550.2844 | 452.3137 | 97.9707 | 112.5855 | 763.8243 | -651.2389 |
Avg Daily Profit (%) | 0.2783 | 0.2288 | 0.0496 | 0.0382 | 0.1091 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169201 | -157660 | -211286 | -1697117 | -870056 | -1238786 |
Profit Factor | 1.2688 | 1.4189 | 1.1013 | 1.0161 | 1.2264 | 0.8203 |
Total Trades | 601 | 300 | 301 | 601 | 300 | 301 |
Winning Trades | 361 | 178 | 183 | 361 | 178 | 183 |
Losing Trades | 240 | 122 | 118 | 240 | 122 | 118 |
Profitability (%) | 60.0666 | 59.3333 | 60.7973 | 60.0666 | 59.3333 | 60.7973 |
Ratio Avg Win / Avg Loss | 0.8436 | 0.9725 | 0.7101 | 0.6755 | 0.8405 | 0.5289 |
Largest Winning Trade | 77377 | 77377 | 37738 | 305747 | 305747 | 120707 |
Largest Losing Trade | -65716 | -47175 | -65716 | -989852 | -401759 | -989852 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 5917 | 2922 | 2995 | 5917 | 2922 | 2995 |
Profit Streak | 482.6524 | 0 | 499.9857 | 482.6524 | 0 | 499.9857 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440684 | 342424 | -233448 | -341124 | -46422 | -576745 |
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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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