Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428867.297 | 369771.1256 | 59096.1714 | 370476.9299 | 742923.2705 | -372446.3406 |
Total P&L (%) | 428.8673 | 369.7711 | 59.0962 | 370.4769 | 742.9233 | -372.4463 |
Avg Daily Profit (%) | 0.2059 | 0.1775 | 0.0284 | 0.0744 | 0.1024 | 0 |
Buy And Hold Return (%) | 57.2162 | 57.2162 | 57.2162 | 57.2162 | 57.2162 | 57.2162 |
Max Trade Drawdown | -133817 | -107171 | -108163 | -1673105 | -732320 | -1229758 |
Profit Factor | 1.3637 | 1.6629 | 1.0951 | 1.0542 | 1.237 | 0.8995 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 156 | 76 | 80 | 156 | 76 | 80 |
Losing Trades | 196 | 100 | 96 | 196 | 100 | 96 |
Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.7134 | 2.188 | 1.3142 | 1.3245 | 1.6276 | 1.0794 |
Largest Winning Trade | 176938 | 176938 | 48015 | 509138 | 509138 | 274080 |
Largest Losing Trade | -39121 | -23567 | -39121 | -374799 | -237850 | -374799 |
Avg Bars in Trades | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Winners | 94 | 100 | 89 | 94 | 100 | 89 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 24726 | 12554 | 12171 | 24726 | 12554 | 12171 |
Profit Streak | 22.3574 | 40.6908 | 22.3574 | 22.3574 | 40.6908 | 22.3574 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357453 | 321202 | -427279 | -254291 | -56379 | -579964 |
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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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