Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737392.9584 | 728938.2078 | 8454.7506 | 329698.3066 | 469292.8094 | -139594.5028 |
Total P&L (%) | 737.393 | 728.9382 | 8.4548 | 329.6983 | 469.2928 | -139.5945 |
Avg Daily Profit (%) | 0.2941 | 0.2908 | 0.0034 | 0.0582 | 0.0694 | 0 |
Buy And Hold Return (%) | 295.9239 | 295.9239 | 295.9239 | 295.9239 | 295.9239 | 295.9239 |
Max Trade Drawdown | -176945 | -149053 | -100254 | -1297970 | -1101373 | -844992 |
Profit Factor | 1.5592 | 1.9863 | 1.0146 | 1.0603 | 1.1568 | 0.9436 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 136 | 56 | 80 | 136 | 56 | 80 |
Losing Trades | 176 | 100 | 76 | 176 | 100 | 76 |
Profitability (%) | 43.5897 | 35.8974 | 51.2821 | 43.5897 | 35.8974 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.0178 | 3.5469 | 0.9639 | 1.3721 | 2.0657 | 0.8964 |
Largest Winning Trade | 451560 | 451560 | 31688 | 690681 | 690681 | 318869 |
Largest Losing Trade | -33726 | -21296 | -33726 | -419830 | -208969 | -419830 |
Avg Bars in Trades | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Winners | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 9905 | 5135 | 4769 | 9905 | 5135 | 4769 |
Profit Streak | 33.4705 | 40.4705 | 33.4705 | 33.4705 | 40.4705 | 33.4705 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309534 | 163863 | -559263 | -399137 | -161119 | -579808 |
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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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