Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485523.6484 | 444646.7437 | 40876.9047 | -66176.6531 | -25017.3304 | -41159.3227 |
Total P&L (%) | 485.5236 | 444.6467 | 40.8769 | -66.1767 | -25.0173 | -41.1593 |
Avg Daily Profit (%) | 0.3278 | 0.3002 | 0.0276 | -0.0732 | -0.0194 | -0.0358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169240 | -155711 | -112860 | -266437 | -295518 | -263470 |
Profit Factor | 1.2916 | 1.4791 | 1.0555 | 0.9725 | 0.9813 | 0.9614 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 220 | 103 | 117 | 220 | 103 | 117 |
Losing Trades | 284 | 149 | 135 | 284 | 149 | 135 |
Profitability (%) | 43.6508 | 40.873 | 46.4286 | 43.6508 | 40.873 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.6674 | 2.1396 | 1.2179 | 1.2554 | 1.4196 | 1.1094 |
Largest Winning Trade | 518051 | 518051 | 36852 | 161186 | 161186 | 61774 |
Largest Losing Trade | -30621 | -25019 | -30621 | -76405 | -51272 | -76405 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 46 | 46 | 45 | 46 | 46 | 45 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 17523 | 9074 | 8449 | 17523 | 9074 | 8449 |
Profit Streak | 11.102 | 11.102 | 13.9353 | 11.102 | 11.102 | 13.9353 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418821 | 326642 | -316778 | -577334 | -580804 | -578240 |
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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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