Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517989.6275 | 352652.5062 | 165337.1213 | 729399.1121 | 1187117.729 | -457718.6169 |
Total P&L (%) | 517.9896 | 352.6525 | 165.3371 | 729.3991 | 1187.1177 | -457.7186 |
Avg Daily Profit (%) | 0.5028 | 0.3423 | 0.1605 | 0.2056 | 0.2483 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147866 | -74299 | -125940 | -4422569 | -1696957 | -3587753 |
Profit Factor | 1.3584 | 1.5133 | 1.218 | 1.05 | 1.1872 | 0.9444 |
Total Trades | 541 | 270 | 271 | 541 | 270 | 271 |
Winning Trades | 261 | 125 | 136 | 261 | 125 | 136 |
Losing Trades | 280 | 145 | 135 | 280 | 145 | 135 |
Profitability (%) | 48.244 | 46.2963 | 50.1845 | 48.244 | 46.2963 | 50.1845 |
Ratio Avg Win / Avg Loss | 1.4573 | 1.7555 | 1.2091 | 1.1265 | 1.3771 | 0.9375 |
Largest Winning Trade | 196889 | 196889 | 34380 | 2463577 | 2463577 | 740238 |
Largest Losing Trade | -47638 | -18996 | -47638 | -1438889 | -698667 | -1438889 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4055 | 1995 | 2060 | 4055 | 1995 | 2060 |
Profit Streak | 0 | 11.6423 | 0 | 0 | 11.6423 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485569 | 436293 | 289079 | -154998 | -5408 | -579614 |
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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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