Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512455.147 | 396119.9 | 116335.247 | 364536.4993 | 483042.8266 | -118506.3273 |
Total P&L (%) | 512.4551 | 396.1199 | 116.3352 | 364.5365 | 483.0428 | -118.5063 |
Avg Daily Profit (%) | 0.2241 | 0.1733 | 0.0509 | 0.0672 | 0.0771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118185 | -128145 | -128335 | -1130795 | -553635 | -649012 |
Profit Factor | 1.2891 | 1.4556 | 1.1288 | 1.089 | 1.2555 | 0.9462 |
Total Trades | 549 | 275 | 274 | 549 | 275 | 274 |
Winning Trades | 266 | 128 | 138 | 266 | 128 | 138 |
Losing Trades | 283 | 147 | 136 | 283 | 147 | 136 |
Profitability (%) | 48.4517 | 46.5455 | 50.365 | 48.4517 | 46.5455 | 50.365 |
Ratio Avg Win / Avg Loss | 1.3715 | 1.6717 | 1.1124 | 1.1586 | 1.4419 | 0.9325 |
Largest Winning Trade | 106728 | 106728 | 71692 | 393018 | 393018 | 201137 |
Largest Losing Trade | -33383 | -33383 | -30212 | -239438 | -181261 | -239438 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
Bars Traded | 13449 | 5671 | 7778 | 13449 | 5671 | 7778 |
Profit Streak | 11.4069 | 11.4069 | 31.4069 | 11.4069 | 11.4069 | 31.4069 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428259 | 359613 | -201602 | -222151 | -89684 | -578576 |
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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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