Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423028.0325 | 391539.6314 | 31488.401 | 148978.7232 | 50909.9251 | 98068.7982 |
Total P&L (%) | 423.028 | 391.5396 | 31.4884 | 148.9787 | 50.9099 | 98.0688 |
Avg Daily Profit (%) | 0.2287 | 0.2117 | 0.017 | 0.0493 | 0.0223 | 0.037 |
Buy And Hold Return (%) | 20.7948 | 20.7948 | 20.7948 | 20.7948 | 20.7948 | 20.7948 |
Max Trade Drawdown | -133777 | -131442 | -98380 | -1757530 | -1476317 | -1148154 |
Profit Factor | 1.2212 | 1.4119 | 1.0327 | 1.0113 | 1.0077 | 1.015 |
Total Trades | 683 | 341 | 342 | 683 | 341 | 342 |
Winning Trades | 304 | 143 | 161 | 304 | 143 | 161 |
Losing Trades | 379 | 198 | 181 | 379 | 198 | 181 |
Profitability (%) | 44.5095 | 41.9355 | 47.076 | 44.5095 | 41.9355 | 47.076 |
Ratio Avg Win / Avg Loss | 1.5225 | 1.955 | 1.161 | 1.2609 | 1.3953 | 1.1411 |
Largest Winning Trade | 176889 | 176889 | 27928 | 539644 | 539644 | 390500 |
Largest Losing Trade | -26716 | -19722 | -26716 | -468053 | -197887 | -468053 |
Avg Bars in Trades | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Winners | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 5470 | 2718 | 2752 | 5470 | 2718 | 2752 |
Profit Streak | 8.1298 | 10.4632 | 8.1298 | 8.1298 | 10.4632 | 8.1298 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411128 | 310390 | -363704 | -332227 | -380034 | -348108 |
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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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