Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462784.1081 | 488953.4473 | -26169.3393 | 44757.2888 | 237937.5312 | -193180.2424 |
Total P&L (%) | 462.7841 | 488.9534 | -26.1693 | 44.7573 | 237.9375 | -193.1802 |
Avg Daily Profit (%) | 0.2045 | 0.216 | -0.0116 | 0.0163 | 0.0538 | 0 |
Buy And Hold Return (%) | 128.2219 | 128.2219 | 128.2219 | 128.2219 | 128.2219 | 128.2219 |
Max Trade Drawdown | -153725 | -80860 | -255093 | -473780 | -267782 | -397129 |
Profit Factor | 1.2385 | 1.5318 | 0.9744 | 1.0119 | 1.1244 | 0.8952 |
Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
Winning Trades | 233 | 115 | 118 | 233 | 115 | 118 |
Losing Trades | 226 | 115 | 111 | 226 | 115 | 111 |
Profitability (%) | 50.7625 | 50 | 51.5284 | 50.7625 | 50 | 51.5284 |
Ratio Avg Win / Avg Loss | 1.2012 | 1.5318 | 0.9166 | 0.9815 | 1.1244 | 0.8421 |
Largest Winning Trade | 128997 | 128997 | 54241 | 166023 | 166023 | 129451 |
Largest Losing Trade | -44525 | -33708 | -44525 | -178313 | -155841 | -178313 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 9019 | 4503 | 4516 | 9019 | 4503 | 4516 |
Profit Streak | 10.1796 | 10.1796 | 53.9296 | 10.1796 | 10.1796 | 53.9296 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312282 | 344397 | -578126 | -542002 | -211018 | -578126 |
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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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