Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373068.3902 | 315933.0314 | 57135.3588 | 255545.2619 | 542593.9019 | -287048.64 |
Total P&L (%) | 373.0684 | 315.933 | 57.1354 | 255.5453 | 542.5939 | -287.0486 |
Avg Daily Profit (%) | 0.3064 | 0.2595 | 0.0469 | 0.1042 | 0.1529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156643 | -107918 | -111706 | -543943 | -356490 | -570614 |
Profit Factor | 1.2996 | 1.5342 | 1.0874 | 1.0618 | 1.2891 | 0.873 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Losing Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Profitability (%) | 50.6203 | 50.7463 | 50.4951 | 50.6203 | 50.7463 | 50.4951 |
Ratio Avg Win / Avg Loss | 1.2677 | 1.4891 | 1.066 | 1.0358 | 1.2512 | 0.8559 |
Largest Winning Trade | 94740 | 94740 | 34489 | 165620 | 165620 | 67803 |
Largest Losing Trade | -66933 | -45417 | -66933 | -218369 | -131964 | -218369 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 7125 | 3786 | 3339 | 7125 | 3786 | 3339 |
Profit Streak | 21.7318 | 26.2318 | 21.7318 | 21.7318 | 26.2318 | 21.7318 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453145 | 432668 | -253628 | -202416 | 360964 | -578886 |
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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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