Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622433.3942 | 449688.8069 | 172744.5873 | 264926.0408 | 670549.1873 | -405623.1465 |
Total P&L (%) | 622.4334 | 449.6888 | 172.7446 | 264.926 | 670.5492 | -405.6231 |
Avg Daily Profit (%) | 0.4195 | 0.303 | 0.1164 | 0.0873 | 0.1377 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128209 | -126031 | -98251 | -1542380 | -831999 | -1270653 |
Profit Factor | 1.4182 | 1.5956 | 1.2355 | 1.024 | 1.1289 | 0.9304 |
Total Trades | 498 | 249 | 249 | 498 | 249 | 249 |
Winning Trades | 252 | 110 | 142 | 252 | 110 | 142 |
Losing Trades | 246 | 139 | 107 | 246 | 139 | 107 |
Profitability (%) | 50.6024 | 44.1767 | 57.0281 | 50.6024 | 44.1767 | 57.0281 |
Ratio Avg Win / Avg Loss | 1.3844 | 2.0162 | 0.931 | 0.9996 | 1.4265 | 0.7011 |
Largest Winning Trade | 330275 | 330275 | 34841 | 592971 | 592971 | 206511 |
Largest Losing Trade | -61801 | -22139 | -61801 | -583166 | -225465 | -583166 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 17480 | 8823 | 8657 | 17480 | 8823 | 8657 |
Profit Streak | 13.983 | 0 | 16.733 | 13.983 | 0 | 16.733 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503878 | 359481 | -36841 | -268932 | -89063 | -578051 |
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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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