Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383265.647 | 303301.8765 | 79963.7704 | 92146.8332 | 273037.4789 | -180890.6457 |
Total P&L (%) | 383.2656 | 303.3019 | 79.9638 | 92.1468 | 273.0375 | -180.8906 |
Avg Daily Profit (%) | 0.2038 | 0.1613 | 0.0425 | 0.0347 | 0.07 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123161 | -79163 | -105433 | -495581 | -290425 | -437875 |
Profit Factor | 1.2827 | 1.4731 | 1.1119 | 1.0196 | 1.1232 | 0.9276 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Losing Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Profitability (%) | 45.933 | 45.933 | 45.933 | 45.933 | 45.933 | 45.933 |
Ratio Avg Win / Avg Loss | 1.5099 | 1.7339 | 1.3088 | 1.2001 | 1.3222 | 1.0918 |
Largest Winning Trade | 180578 | 180578 | 39740 | 202543 | 202543 | 112361 |
Largest Losing Trade | -43261 | -31113 | -43261 | -155924 | -104680 | -155924 |
Avg Bars in Trades | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Winners | 32 | 30 | 33 | 32 | 30 | 33 |
Avg Bars in Losers | 21 | 25 | 18 | 21 | 25 | 18 |
Bars Traded | 11168 | 5896 | 5272 | 11168 | 5896 | 5272 |
Profit Streak | 9.4842 | 9.4842 | 20.8175 | 9.4842 | 9.4842 | 20.8175 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386398 | 339953 | -233234 | -343526 | -184492 | -578820 |
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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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