Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481138.6988 | 476050.9196 | 5087.7792 | -15948.5562 | 114401.817 | -130350.3732 |
Total P&L (%) | 481.1387 | 476.0509 | 5.0878 | -15.9486 | 114.4018 | -130.3504 |
Avg Daily Profit (%) | 0.2555 | 0.2528 | 0.0027 | -0.0092 | 0.0405 | 0 |
Buy And Hold Return (%) | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 |
Max Trade Drawdown | -150526 | -117964 | -130624 | -319099 | -191762 | -221830 |
Profit Factor | 1.2667 | 1.5758 | 1.0052 | 0.9917 | 1.1233 | 0.8699 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 187 | 90 | 97 | 187 | 90 | 97 |
Losing Trades | 171 | 89 | 82 | 171 | 89 | 82 |
Profitability (%) | 52.2346 | 50.2793 | 54.1899 | 52.2346 | 50.2793 | 54.1899 |
Ratio Avg Win / Avg Loss | 1.1583 | 1.5583 | 0.8498 | 0.9069 | 1.1108 | 0.7354 |
Largest Winning Trade | 86929 | 86929 | 38861 | 155392 | 155392 | 44107 |
Largest Losing Trade | -71331 | -41245 | -71331 | -114357 | -90295 | -114357 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3758 | 1894 | 1864 | 3758 | 1894 | 1864 |
Profit Streak | 10.0411 | 0 | 15.5411 | 10.0411 | 0 | 15.5411 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398784 | 419352 | -569666 | -577676 | -225071 | -578993 |
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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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