Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444244.9318 | 349207.6152 | 95037.3166 | 70593.9812 | -64417.6543 | 135011.6355 |
Total P&L (%) | 444.2449 | 349.2076 | 95.0373 | 70.594 | -64.4177 | 135.0116 |
Avg Daily Profit (%) | 0.2047 | 0.1609 | 0.0438 | 0.0246 | -0.0476 | 0.0394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155165 | -98224 | -168801 | -432866 | -348202 | -233507 |
Profit Factor | 1.2056 | 1.3242 | 1.0877 | 1.0162 | 0.9733 | 1.0692 |
Total Trades | 630 | 315 | 315 | 630 | 315 | 315 |
Winning Trades | 312 | 151 | 161 | 312 | 151 | 161 |
Losing Trades | 318 | 164 | 154 | 318 | 164 | 154 |
Profitability (%) | 49.5238 | 47.9365 | 51.1111 | 49.5238 | 47.9365 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.2288 | 1.4382 | 1.0404 | 1.0357 | 1.0571 | 1.0227 |
Largest Winning Trade | 56612 | 56612 | 40629 | 85335 | 85335 | 81418 |
Largest Losing Trade | -53074 | -53074 | -52847 | -106370 | -106370 | -98704 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 6468 | 3233 | 3235 | 6468 | 3233 | 3235 |
Profit Streak | 0 | 0 | 26.9888 | 0 | 0 | 26.9888 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379880 | 291081 | -255460 | -359343 | -578544 | -281706 |
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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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