Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737625.7322 | 694594.1025 | 43031.6297 | 550887.8653 | 327257.8166 | 223630.0487 |
Total P&L (%) | 737.6257 | 694.5941 | 43.0316 | 550.8879 | 327.2578 | 223.63 |
Avg Daily Profit (%) | 0.2947 | 0.2775 | 0.0172 | 0.0749 | 0.058 | 0.0469 |
Buy And Hold Return (%) | 216.5262 | 216.5262 | 216.5262 | 216.5262 | 216.5262 | 216.5262 |
Max Trade Drawdown | -184498 | -121946 | -127994 | -129779 | -135644 | -54236 |
Profit Factor | 1.575 | 1.996 | 1.0735 | 1.5562 | 1.5138 | 1.6326 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 174 | 77 | 97 | 174 | 77 | 97 |
Losing Trades | 179 | 100 | 79 | 179 | 100 | 79 |
Profitability (%) | 49.2918 | 43.5028 | 55.1136 | 49.2918 | 43.5028 | 55.1136 |
Ratio Avg Win / Avg Loss | 1.6203 | 2.5922 | 0.8743 | 1.6009 | 1.9659 | 1.3296 |
Largest Winning Trade | 390717 | 390717 | 31018 | 311721 | 311721 | 85123 |
Largest Losing Trade | -44905 | -43918 | -44905 | -72111 | -72111 | -45779 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 9792 | 4837 | 4955 | 9792 | 4837 | 4955 |
Profit Streak | 36.8794 | 36.8794 | 72.3794 | 36.8794 | 36.8794 | 72.3794 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425184 | 296378 | -474257 | -90498 | -124411 | -281094 |
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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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