Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606820.1178 | 617032.8623 | -10212.7445 | 216424.1588 | 759770.944 | -543346.7852 |
Total P&L (%) | 606.8201 | 617.0329 | -10.2127 | 216.4242 | 759.7709 | -543.3468 |
Avg Daily Profit (%) | 0.3286 | 0.3342 | -0.0055 | 0.0624 | 0.1166 | 0 |
Buy And Hold Return (%) | 95.4042 | 95.4042 | 95.4042 | 95.4042 | 95.4042 | 95.4042 |
Max Trade Drawdown | -172755 | -145779 | -126972 | -1006574 | -749720 | -774178 |
Profit Factor | 1.3556 | 1.6795 | 0.9872 | 1.0332 | 1.2183 | 0.8208 |
Total Trades | 499 | 249 | 250 | 499 | 249 | 250 |
Winning Trades | 203 | 87 | 116 | 203 | 87 | 116 |
Losing Trades | 296 | 162 | 134 | 296 | 162 | 134 |
Profitability (%) | 40.6814 | 34.9398 | 46.4 | 40.6814 | 34.9398 | 46.4 |
Ratio Avg Win / Avg Loss | 1.9766 | 3.1274 | 1.1404 | 1.5066 | 2.2685 | 0.9482 |
Largest Winning Trade | 206606 | 206606 | 66188 | 675541 | 675541 | 234680 |
Largest Losing Trade | -36378 | -36378 | -26490 | -202304 | -202304 | -121366 |
Avg Bars in Trades | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Winners | 35 | 46 | 27 | 35 | 46 | 27 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 10977 | 6202 | 4775 | 10977 | 6202 | 4775 |
Profit Streak | 28.4782 | 28.4782 | 34.9782 | 28.4782 | 28.4782 | 34.9782 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397605 | 294764 | -577977 | -296768 | -40070 | -579644 |
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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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