Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488423.4288 | 473566.1283 | 14857.3005 | -13754.8664 | 724294.8509 | -738049.7173 |
Total P&L (%) | 488.4234 | 473.5661 | 14.8573 | -13.7549 | 724.2949 | -738.0497 |
Avg Daily Profit (%) | 0.2026 | 0.1965 | 0.0062 | -0.0061 | 0.0876 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220300 | -133772 | -179231 | -1341686 | -726888 | -942931 |
Profit Factor | 1.3193 | 1.6018 | 1.02 | 0.9963 | 1.4342 | 0.6315 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 50.9728 | 51.938 | 50 | 50.9728 | 51.938 | 50 |
Ratio Avg Win / Avg Loss | 1.269 | 1.4823 | 1.02 | 0.9582 | 1.3272 | 0.6315 |
Largest Winning Trade | 209146 | 209146 | 43804 | 422019 | 422019 | 228852 |
Largest Losing Trade | -58892 | -58892 | -40658 | -330417 | -307938 | -330417 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 23 | 29 | 18 | 23 | 29 | 18 |
Bars Traded | 7086 | 4036 | 3050 | 7086 | 4036 | 3050 |
Profit Streak | 112.5704 | 116.5704 | 112.5704 | 112.5704 | 116.5704 | 112.5704 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401989 | 395088 | -396319 | -577457 | -73286 | -579325 |
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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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