Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460035.8453 | 442332.8077 | 17703.0376 | -70565.3471 | -15997.1572 | -54568.1899 |
Total P&L (%) | 460.0358 | 442.3328 | 17.703 | -70.5653 | -15.9972 | -54.5682 |
Avg Daily Profit (%) | 0.2442 | 0.2348 | 0.0094 | -0.0649 | -0.0093 | -0.0419 |
Buy And Hold Return (%) | 24.5499 | 24.5499 | 24.5499 | 24.5499 | 24.5499 | 24.5499 |
Max Trade Drawdown | -210611 | -131687 | -151484 | -917447 | -673650 | -445734 |
Profit Factor | 1.219 | 1.4195 | 1.0169 | 0.9814 | 0.9927 | 0.9661 |
Total Trades | 631 | 316 | 315 | 631 | 316 | 315 |
Winning Trades | 381 | 195 | 186 | 381 | 195 | 186 |
Losing Trades | 250 | 121 | 129 | 250 | 121 | 129 |
Profitability (%) | 60.3803 | 61.7089 | 59.0476 | 60.3803 | 61.7089 | 59.0476 |
Ratio Avg Win / Avg Loss | 0.7999 | 0.8808 | 0.7053 | 0.644 | 0.616 | 0.67 |
Largest Winning Trade | 50074 | 50074 | 38000 | 153425 | 146253 | 153425 |
Largest Losing Trade | -93086 | -39518 | -93086 | -386377 | -364501 | -386377 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 7 | 6 | 8 | 7 | 6 | 8 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5641 | 2837 | 2804 | 5641 | 2837 | 2804 |
Profit Streak | 7.7484 | 7.7484 | 14.415 | 7.7484 | 7.7484 | 14.415 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448182 | 399440 | -546014 | -574249 | -576748 | -577161 |
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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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