Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465875.3379 | 498068.0567 | -32192.7189 | -80769.8262 | 870522.4095 | -951292.2356 |
Total P&L (%) | 465.8753 | 498.0681 | -32.1927 | -80.7698 | 870.5224 | -951.2922 |
Avg Daily Profit (%) | 0.2444 | 0.2612 | -0.0169 | -0.0864 | 0.1193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276986 | -161473 | -173179 | -1609812 | -570673 | -1175263 |
Profit Factor | 1.3936 | 1.866 | 0.9471 | 0.9768 | 1.6513 | 0.5576 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Losing Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Profitability (%) | 48.0315 | 49.6063 | 46.4567 | 48.0315 | 49.6063 | 46.4567 |
Ratio Avg Win / Avg Loss | 1.5078 | 1.8957 | 1.0916 | 1.0569 | 1.6775 | 0.6427 |
Largest Winning Trade | 349629 | 349629 | 48800 | 609783 | 609783 | 160612 |
Largest Losing Trade | -82476 | -38180 | -82476 | -1045781 | -169942 | -1045781 |
Avg Bars in Trades | 43 | 42 | 43 | 43 | 42 | 43 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 10953 | 5370 | 5583 | 10953 | 5370 | 5583 |
Profit Streak | 26.1018 | 26.1018 | 30.7684 | 26.1018 | 26.1018 | 30.7684 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408577 | 426886 | -580166 | -577529 | -30054 | -581832 |
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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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