Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363454.5306 | 300675.2685 | 62779.2622 | 279432.3308 | 293403.6352 | -13971.3043 |
Total P&L (%) | 363.4545 | 300.6753 | 62.7793 | 279.4323 | 293.4036 | -13.9713 |
Avg Daily Profit (%) | 0.2945 | 0.2436 | 0.0509 | 0.1081 | 0.111 | -0.0122 |
Buy And Hold Return (%) | 17.1813 | 17.1813 | 17.1813 | 17.1813 | 17.1813 | 17.1813 |
Max Trade Drawdown | -147566 | -75025 | -149044 | -153366 | -88327 | -225212 |
Profit Factor | 1.3404 | 1.6357 | 1.1056 | 1.2685 | 1.7151 | 0.9778 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 190 | 87 | 103 | 190 | 87 | 103 |
Losing Trades | 179 | 97 | 82 | 179 | 97 | 82 |
Profitability (%) | 51.4905 | 47.2826 | 55.6757 | 51.4905 | 47.2826 | 55.6757 |
Ratio Avg Win / Avg Loss | 1.2628 | 1.8237 | 0.8802 | 1.1951 | 1.9122 | 0.7785 |
Largest Winning Trade | 65976 | 65976 | 29687 | 105870 | 105870 | 45254 |
Largest Losing Trade | -61321 | -29245 | -61321 | -110989 | -33690 | -110989 |
Avg Bars in Trades | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Winners | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Losers | 20 | 24 | 15 | 20 | 24 | 15 |
Bars Traded | 7199 | 4209 | 2990 | 7199 | 4209 | 2990 |
Profit Streak | 7.8445 | 8.0111 | 7.8445 | 7.8445 | 8.0111 | 7.8445 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442601 | 410204 | -231468 | -45255 | -41217 | -578675 |
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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) |
---|