Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273417.4255 | 216379.1098 | 57038.3157 | -1313.7723 | 75926.6499 | -77240.4223 |
Total P&L (%) | 273.4174 | 216.3791 | 57.0383 | -1.3138 | 75.9267 | -77.2404 |
Avg Daily Profit (%) | 0.2676 | 0.2118 | 0.0558 | -0.0013 | 0.0553 | -0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154618 | -123507 | -114142 | -490559 | -276825 | -308732 |
Profit Factor | 1.1992 | 1.3064 | 1.0856 | 0.9996 | 1.0475 | 0.9496 |
Total Trades | 517 | 259 | 258 | 517 | 259 | 258 |
Winning Trades | 269 | 128 | 141 | 269 | 128 | 141 |
Losing Trades | 248 | 131 | 117 | 248 | 131 | 117 |
Profitability (%) | 52.0309 | 49.4208 | 54.6512 | 52.0309 | 49.4208 | 54.6512 |
Ratio Avg Win / Avg Loss | 1.1056 | 1.337 | 0.9008 | 0.9215 | 1.072 | 0.788 |
Largest Winning Trade | 211561 | 211561 | 32417 | 306288 | 306288 | 56239 |
Largest Losing Trade | -43253 | -22594 | -43253 | -196294 | -61004 | -196294 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Losers | 19 | 19 | 17 | 19 | 19 | 17 |
Bars Traded | 12035 | 6278 | 5757 | 12035 | 6278 | 5757 |
Profit Streak | 6.6822 | 6.6822 | 9.9322 | 6.6822 | 6.6822 | 9.9322 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402869 | 337833 | -244494 | -576373 | -285834 | -577998 |
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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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