Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550616.9735 | 468999.0513 | 81617.9222 | 492291.0732 | 1281667.0776 | -789376.0044 |
Total P&L (%) | 550.617 | 468.9991 | 81.6179 | 492.2911 | 1281.6671 | -789.376 |
Avg Daily Profit (%) | 0.2879 | 0.2452 | 0.0427 | 0.093 | 0.1374 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168581 | -65280 | -187060 | -1295828 | -666503 | -1390701 |
Profit Factor | 1.2948 | 1.5878 | 1.0763 | 1.0511 | 1.3279 | 0.8622 |
Total Trades | 453 | 226 | 227 | 453 | 226 | 227 |
Winning Trades | 210 | 112 | 98 | 210 | 112 | 98 |
Losing Trades | 243 | 114 | 129 | 243 | 114 | 129 |
Profitability (%) | 46.3576 | 49.5575 | 43.1718 | 46.3576 | 49.5575 | 43.1718 |
Ratio Avg Win / Avg Loss | 1.4983 | 1.6162 | 1.4168 | 1.2163 | 1.3517 | 1.1349 |
Largest Winning Trade | 88607 | 88607 | 39562 | 577540 | 577540 | 268494 |
Largest Losing Trade | -38088 | -22763 | -38088 | -524417 | -229680 | -524417 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 5708 | 2756 | 2952 | 5708 | 2756 | 2952 |
Profit Streak | 9.1302 | 0 | 12.4635 | 9.1302 | 0 | 12.4635 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386546 | 420989 | -273636 | -231182 | -8224 | -580240 |
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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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