Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613276.8918 | 549576.2459 | 63700.6459 | 390913.2267 | 520213.6297 | -129300.403 |
Total P&L (%) | 613.2769 | 549.5762 | 63.7006 | 390.9132 | 520.2136 | -129.3004 |
Avg Daily Profit (%) | 0.3282 | 0.2942 | 0.0341 | 0.0852 | 0.0977 | 0 |
Buy And Hold Return (%) | 84.8424 | 84.8424 | 84.8424 | 84.8424 | 84.8424 | 84.8424 |
Max Trade Drawdown | -168953 | -123426 | -118110 | -2305597 | -1604363 | -1133854 |
Profit Factor | 1.3452 | 1.6272 | 1.0707 | 1.0324 | 1.0822 | 0.9775 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 208 | 106 | 102 | 208 | 106 | 102 |
Losing Trades | 188 | 92 | 96 | 188 | 92 | 96 |
Profitability (%) | 52.5253 | 53.5354 | 51.5152 | 52.5253 | 53.5354 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.2159 | 1.4123 | 1.0078 | 0.9331 | 0.9392 | 0.92 |
Largest Winning Trade | 156715 | 156715 | 43654 | 409763 | 409763 | 292151 |
Largest Losing Trade | -53952 | -35928 | -53952 | -639024 | -639024 | -575237 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5367 | 2685 | 2682 | 5367 | 2685 | 2682 |
Profit Streak | 32.0176 | 32.0176 | 36.6843 | 32.0176 | 32.0176 | 36.6843 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494564 | 472892 | -453436 | -263237 | -191815 | -578386 |
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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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