Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420660.5477 | 347805.2169 | 72855.3307 | 128891.4099 | 189304.0818 | -60412.6719 |
Total P&L (%) | 420.6605 | 347.8052 | 72.8553 | 128.8914 | 189.3041 | -60.4127 |
Avg Daily Profit (%) | 0.1916 | 0.1585 | 0.0332 | 0.0377 | 0.0484 | -0.0422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155415 | -99235 | -113956 | -2618333 | -1899567 | -1798425 |
Profit Factor | 1.2392 | 1.4374 | 1.0756 | 1.0066 | 1.02 | 0.994 |
Total Trades | 558 | 279 | 279 | 558 | 279 | 279 |
Winning Trades | 316 | 161 | 155 | 316 | 161 | 155 |
Losing Trades | 242 | 118 | 124 | 242 | 118 | 124 |
Profitability (%) | 56.6308 | 57.7061 | 55.5556 | 56.6308 | 57.7061 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.949 | 1.0535 | 0.8605 | 0.7709 | 0.7476 | 0.7952 |
Largest Winning Trade | 47287 | 40690 | 47287 | 450183 | 450183 | 320867 |
Largest Losing Trade | -76427 | -30617 | -76427 | -1038891 | -604537 | -1038891 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 13 | 15 | 12 | 13 | 15 | 12 |
Bars Traded | 6496 | 3448 | 3047 | 6496 | 3448 | 3047 |
Profit Streak | 17.1632 | 25.1632 | 17.1632 | 17.1632 | 25.1632 | 17.1632 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385762 | 392878 | -285109 | -352346 | -325771 | -578306 |
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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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