Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394215.5768 | 328284.4346 | 65931.1422 | 158680.2191 | 214572.5833 | -55892.3642 |
Total P&L (%) | 394.2156 | 328.2844 | 65.9311 | 158.6802 | 214.5726 | -55.8924 |
Avg Daily Profit (%) | 0.1798 | 0.1498 | 0.0301 | 0.0434 | 0.0523 | -0.0373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161660 | -110842 | -125050 | -317123 | -166843 | -265323 |
Profit Factor | 1.2534 | 1.4169 | 1.0858 | 1.0725 | 1.185 | 0.9457 |
Total Trades | 533 | 266 | 267 | 533 | 266 | 267 |
Winning Trades | 269 | 126 | 143 | 269 | 126 | 143 |
Losing Trades | 264 | 140 | 124 | 264 | 140 | 124 |
Profitability (%) | 50.469 | 47.3684 | 53.5581 | 50.469 | 47.3684 | 53.5581 |
Ratio Avg Win / Avg Loss | 1.2301 | 1.5744 | 0.9415 | 1.0525 | 1.3166 | 0.8201 |
Largest Winning Trade | 71780 | 71780 | 28466 | 153418 | 153418 | 58291 |
Largest Losing Trade | -59361 | -41699 | -59361 | -144907 | -144907 | -107034 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 25 | 28 | 23 | 25 | 28 | 23 |
Bars Traded | 13002 | 7047 | 5955 | 13002 | 7047 | 5955 |
Profit Streak | 7.2732 | 0 | 8.9398 | 7.2732 | 0 | 8.9398 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397895 | 319118 | -278524 | -272011 | -140068 | -578529 |
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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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