Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410673.9629 | 433628.2559 | -22954.2929 | -63540.2995 | 528679.5448 | -592219.8443 |
Total P&L (%) | 410.674 | 433.6283 | -22.9543 | -63.5403 | 528.6795 | -592.2198 |
Avg Daily Profit (%) | 0.1729 | 0.1826 | -0.0097 | -0.0425 | 0.0774 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178954 | -123931 | -246112 | -733385 | -376183 | -892482 |
Profit Factor | 1.1773 | 1.3972 | 0.9812 | 0.9865 | 1.2509 | 0.7727 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 228 | 113 | 115 | 228 | 113 | 115 |
Losing Trades | 222 | 112 | 110 | 222 | 112 | 110 |
Profitability (%) | 50.6667 | 50.2222 | 51.1111 | 50.6667 | 50.2222 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.1463 | 1.3848 | 0.9386 | 0.9606 | 1.2399 | 0.7391 |
Largest Winning Trade | 98470 | 98470 | 53778 | 167915 | 167915 | 139251 |
Largest Losing Trade | -40283 | -40283 | -39378 | -211301 | -112261 | -211301 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 13850 | 6946 | 6904 | 13850 | 6946 | 6904 |
Profit Streak | 20.4779 | 25.6445 | 20.4779 | 20.4779 | 25.6445 | 20.4779 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14176 | 353588 | -579458 | -576870 | -87675 | -579458 |
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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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