Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335727.4808 | 276242.6194 | 59484.8614 | 419219.8323 | 842650.0221 | -423430.1898 |
Total P&L (%) | 335.7275 | 276.2426 | 59.4849 | 419.2198 | 842.65 | -423.4302 |
Avg Daily Profit (%) | 0.1611 | 0.1326 | 0.0286 | 0.0791 | 0.1077 | 0 |
Buy And Hold Return (%) | 47.9578 | 47.9578 | 47.9578 | 47.9578 | 47.9578 | 47.9578 |
Max Trade Drawdown | -135212 | -63024 | -98905 | -1545789 | -825568 | -1064741 |
Profit Factor | 1.2874 | 1.5079 | 1.0953 | 1.0533 | 1.2205 | 0.8952 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 189 | 97 | 92 | 189 | 97 | 92 |
Losing Trades | 223 | 109 | 114 | 223 | 109 | 114 |
Profitability (%) | 45.8738 | 47.0874 | 44.6602 | 45.8738 | 47.0874 | 44.6602 |
Ratio Avg Win / Avg Loss | 1.519 | 1.6944 | 1.3572 | 1.2428 | 1.3714 | 1.1093 |
Largest Winning Trade | 41337 | 41337 | 30563 | 434171 | 434171 | 231278 |
Largest Losing Trade | -25948 | -25767 | -25948 | -304153 | -281076 | -304153 |
Avg Bars in Trades | 59 | 62 | 57 | 59 | 62 | 57 |
Avg Bars in Winners | 80 | 82 | 78 | 80 | 82 | 78 |
Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
Bars Traded | 24716 | 12874 | 11842 | 24716 | 12874 | 11842 |
Profit Streak | 19.6721 | 19.6721 | 20.5888 | 19.6721 | 19.6721 | 20.5888 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360756 | -14424 | -362417 | -247607 | -49182 | -580111 |
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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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