Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519780.2483 | 423278.2691 | 96501.9792 | 192791.6253 | -112612.939 | 305404.5643 |
Total P&L (%) | 519.7802 | 423.2783 | 96.502 | 192.7916 | -112.6129 | 305.4046 |
Avg Daily Profit (%) | 0.263 | 0.2142 | 0.0488 | 0.0544 | 0 | 0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181890 | -113652 | -304517 | -471280 | -394929 | -156031 |
Profit Factor | 1.141 | 1.2364 | 1.0509 | 1.0447 | 0.9502 | 1.1485 |
Total Trades | 1826 | 913 | 913 | 1826 | 913 | 913 |
Winning Trades | 900 | 457 | 443 | 900 | 457 | 443 |
Losing Trades | 926 | 456 | 470 | 926 | 456 | 470 |
Profitability (%) | 49.2881 | 50.0548 | 48.5214 | 49.2881 | 50.0548 | 48.5214 |
Ratio Avg Win / Avg Loss | 1.174 | 1.2337 | 1.115 | 1.0748 | 0.9481 | 1.2185 |
Largest Winning Trade | 69905 | 69905 | 38966 | 117700 | 117700 | 89788 |
Largest Losing Trade | -32635 | -31401 | -32635 | -152626 | -152626 | -61426 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 11802 | 5900 | 5902 | 11802 | 5900 | 5902 |
Profit Streak | 0 | 0 | 479.0373 | 0 | 0 | 479.0373 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49686 | 444671 | -286912 | -284549 | -575863 | -150188 |
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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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