Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444712.0947 | 332515.9191 | 112196.1756 | 225248.5947 | 604948.5724 | -379699.9777 |
Total P&L (%) | 444.7121 | 332.5159 | 112.1962 | 225.2486 | 604.9486 | -379.7 |
Avg Daily Profit (%) | 0.187 | 0.1398 | 0.0472 | 0.0496 | 0.0821 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199228 | -134507 | -110462 | -838615 | -347985 | -598696 |
Profit Factor | 1.3145 | 1.6127 | 1.1288 | 1.0583 | 1.4548 | 0.85 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 160 | 83 | 77 | 160 | 83 | 77 |
Losing Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Profitability (%) | 50.6329 | 52.5316 | 48.7342 | 50.6329 | 52.5316 | 48.7342 |
Ratio Avg Win / Avg Loss | 1.2817 | 1.4572 | 1.1874 | 1.0319 | 1.3146 | 0.8942 |
Largest Winning Trade | 91844 | 91844 | 54886 | 185712 | 185712 | 136453 |
Largest Losing Trade | -49328 | -30509 | -49328 | -438134 | -89463 | -438134 |
Avg Bars in Trades | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Winners | 16 | 14 | 19 | 16 | 14 | 19 |
Avg Bars in Losers | 12 | 10 | 13 | 12 | 10 | 13 |
Bars Traded | 4626 | 2012 | 2614 | 4626 | 2012 | 2614 |
Profit Streak | 151.3897 | 152.8897 | 151.3897 | 151.3897 | 152.8897 | 151.3897 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383685 | -3010 | -208145 | -280065 | -80383 | -580145 |
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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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