Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505155.2079 | 417531.6233 | 87623.5846 | 314517.9016 | 352935.0468 | -38417.1452 |
Total P&L (%) | 505.1552 | 417.5316 | 87.6236 | 314.5179 | 352.935 | -38.4171 |
Avg Daily Profit (%) | 0.2115 | 0.1748 | 0.0367 | 0.0596 | 0.0633 | -0.0203 |
Buy And Hold Return (%) | 126.8589 | 126.8589 | 126.8589 | 126.8589 | 126.8589 | 126.8589 |
Max Trade Drawdown | -96174 | -64575 | -148607 | -515863 | -210129 | -342722 |
Profit Factor | 1.3273 | 1.6446 | 1.0978 | 1.1453 | 1.3679 | 0.9681 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Losing Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Profitability (%) | 53.7915 | 54.0284 | 53.5545 | 53.7915 | 54.0284 | 53.5545 |
Ratio Avg Win / Avg Loss | 1.1402 | 1.3994 | 0.9521 | 0.9838 | 1.1639 | 0.8396 |
Largest Winning Trade | 37948 | 37948 | 31610 | 138508 | 109995 | 138508 |
Largest Losing Trade | -58356 | -35528 | -58356 | -120424 | -120424 | -84355 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 21 | 18 | 23 | 21 | 18 | 23 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 9361 | 4192 | 5169 | 9361 | 4192 | 5169 |
Profit Streak | 5.2566 | 11.7566 | 0 | 5.2566 | 11.7566 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354062 | 323779 | -422968 | -175784 | -108823 | -579490 |
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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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