Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358773.6238 | 311789.8417 | 46983.7822 | 208561.2088 | 286747.7513 | -78186.5424 |
Total P&L (%) | 358.7736 | 311.7898 | 46.9838 | 208.5612 | 286.7478 | -78.1865 |
Avg Daily Profit (%) | 0.3444 | 0.2993 | 0.0451 | 0.1082 | 0.1299 | -0.1461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150404 | -127495 | -78379 | -482240 | -378108 | -277664 |
Profit Factor | 1.3379 | 1.5804 | 1.0896 | 1.0902 | 1.2461 | 0.9319 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 282 | 140 | 142 | 282 | 140 | 142 |
Losing Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Profitability (%) | 59.1195 | 58.8235 | 59.4142 | 59.1195 | 58.8235 | 59.4142 |
Ratio Avg Win / Avg Loss | 0.9252 | 1.1063 | 0.7443 | 0.7539 | 0.8723 | 0.6365 |
Largest Winning Trade | 116158 | 116158 | 26725 | 124350 | 124350 | 50852 |
Largest Losing Trade | -58455 | -58455 | -42907 | -219015 | -219015 | -135333 |
Avg Bars in Trades | 50 | 79 | 21 | 50 | 79 | 21 |
Avg Bars in Winners | 31 | 39 | 22 | 31 | 39 | 22 |
Avg Bars in Losers | 78 | 137 | 18 | 78 | 137 | 18 |
Bars Traded | 24043 | 18970 | 5073 | 24043 | 18970 | 5073 |
Profit Streak | 6.9068 | 9.7818 | 6.9068 | 6.9068 | 9.7818 | 6.9068 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444073 | 475450 | -255056 | -166658 | -18533 | -577899 |
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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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