Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328418.7343 | 325587.1947 | 2831.5396 | 90918.8351 | 424951.3805 | -334032.5454 |
Total P&L (%) | 328.4187 | 325.5872 | 2.8315 | 90.9188 | 424.9514 | -334.0325 |
Avg Daily Profit (%) | 0.1577 | 0.1563 | 0.0014 | 0.0311 | 0.0796 | 0 |
Buy And Hold Return (%) | 32.9668 | 32.9668 | 32.9668 | 32.9668 | 32.9668 | 32.9668 |
Max Trade Drawdown | -173191 | -73140 | -126577 | -1220057 | -587819 | -846205 |
Profit Factor | 1.2519 | 1.5391 | 1.004 | 1.0189 | 1.1898 | 0.8698 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 249 | 119 | 130 | 249 | 119 | 130 |
Losing Trades | 289 | 150 | 139 | 289 | 150 | 139 |
Profitability (%) | 46.2825 | 44.2379 | 48.3271 | 46.2825 | 44.2379 | 48.3271 |
Ratio Avg Win / Avg Loss | 1.453 | 1.94 | 1.0736 | 1.1826 | 1.4998 | 0.93 |
Largest Winning Trade | 181749 | 181749 | 42933 | 430440 | 430440 | 222395 |
Largest Losing Trade | -33279 | -23317 | -33279 | -230388 | -153132 | -230388 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 24432 | 11842 | 12590 | 24432 | 11842 | 12590 |
Profit Streak | 14.6552 | 0 | 16.4885 | 14.6552 | 0 | 16.4885 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324161 | 306522 | -572072 | -352484 | -99718 | -580002 |
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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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