Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408691.6719 | 423950.2604 | -15258.5885 | 30615.6648 | 43436.3827 | -12820.7179 |
Total P&L (%) | 408.6917 | 423.9503 | -15.2586 | 30.6157 | 43.4364 | -12.8207 |
Avg Daily Profit (%) | 0.2118 | 0.2197 | -0.0079 | 0.0138 | 0.0187 | -0.0071 |
Buy And Hold Return (%) | 15.8683 | 15.8683 | 15.8683 | 15.8683 | 15.8683 | 15.8683 |
Max Trade Drawdown | -158923 | -96219 | -286780 | -415258 | -140765 | -394627 |
Profit Factor | 1.2149 | 1.4733 | 0.9848 | 1.0159 | 1.0503 | 0.9879 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 294 | 139 | 155 | 284 | 138 | 146 |
Losing Trades | 250 | 133 | 117 | 260 | 134 | 126 |
Profitability (%) | 54.0441 | 51.1029 | 56.9853 | 52.2059 | 50.7353 | 53.6765 |
Ratio Avg Win / Avg Loss | 1.0331 | 1.4097 | 0.7434 | 0.93 | 1.0198 | 0.8526 |
Largest Winning Trade | 81205 | 81205 | 27654 | 150115 | 44361 | 150115 |
Largest Losing Trade | -126839 | -35381 | -126839 | -318619 | -48190 | -318619 |
Avg Bars in Trades | 42 | 42 | 41 | 42 | 42 | 41 |
Avg Bars in Winners | 36 | 34 | 38 | 38 | 36 | 41 |
Avg Bars in Losers | 48 | 51 | 44 | 45 | 49 | 41 |
Bars Traded | 22912 | 11691 | 11221 | 22912 | 11691 | 11221 |
Profit Streak | 4.1462 | 0 | 7.7295 | 4.1462 | 0 | 7.7295 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380470 | 357922 | -577868 | -383389 | -335476 | -578296 |
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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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