Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400650.4314 | 317351.6218 | 83298.8096 | 1172838.4797 | 1309561.5157 | -136723.036 |
Total P&L (%) | 400.6504 | 317.3516 | 83.2988 | 1172.8385 | 1309.5615 | -136.723 |
Avg Daily Profit (%) | 0.2223 | 0.1761 | 0.0462 | 0.1412 | 0.1469 | 0 |
Buy And Hold Return (%) | 122.9108 | 122.9108 | 122.9108 | 122.9108 | 122.9108 | 122.9108 |
Max Trade Drawdown | -127028 | -65630 | -82098 | -3253064 | -1628997 | -2045620 |
Profit Factor | 1.3142 | 1.5446 | 1.1203 | 1.0702 | 1.1647 | 0.9844 |
Total Trades | 651 | 326 | 325 | 651 | 326 | 325 |
Winning Trades | 341 | 181 | 160 | 341 | 181 | 160 |
Losing Trades | 310 | 145 | 165 | 310 | 145 | 165 |
Profitability (%) | 52.381 | 55.5215 | 49.2308 | 52.381 | 55.5215 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.1947 | 1.2374 | 1.1553 | 0.9729 | 0.9331 | 1.0151 |
Largest Winning Trade | 40175 | 40175 | 34428 | 883866 | 489333 | 883866 |
Largest Losing Trade | -18138 | -18138 | -17516 | -746038 | -746038 | -484028 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 10783 | 5545 | 5238 | 10783 | 5545 | 5238 |
Profit Streak | 596.8915 | 596.8915 | 600.5582 | 596.8915 | 596.8915 | 600.5582 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361713 | 296591 | -383097 | -144088 | -34759 | -577030 |
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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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