Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404915.7213 | 380838.4067 | 24077.3147 | -5386.2998 | 106276.5069 | -111662.8068 |
Total P&L (%) | 404.9157 | 380.8384 | 24.0773 | -5.3863 | 106.2765 | -111.6628 |
Avg Daily Profit (%) | 0.1619 | 0.1522 | 0.0096 | -0.0022 | 0.0289 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136876 | -93183 | -141729 | -339637 | -187301 | -211767 |
Profit Factor | 1.2777 | 1.5388 | 1.0321 | 0.9962 | 1.1498 | 0.8413 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Profitability (%) | 45.5357 | 44.0476 | 47.0238 | 45.5357 | 44.0476 | 47.0238 |
Ratio Avg Win / Avg Loss | 1.5283 | 1.9547 | 1.1627 | 1.1915 | 1.4605 | 0.9478 |
Largest Winning Trade | 233097 | 233097 | 39743 | 145811 | 145811 | 29280 |
Largest Losing Trade | -42566 | -32691 | -42566 | -62875 | -52629 | -62875 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 7367 | 3763 | 3604 | 7367 | 3763 | 3604 |
Profit Streak | 27.2042 | 27.2042 | 49.8709 | 27.2042 | 27.2042 | 49.8709 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347977 | 313043 | -368975 | -577799 | -211146 | -580342 |
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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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