Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551369.7218 | 450344.3551 | 101025.3667 | 655483.9372 | 1801762.9425 | -1146279.0053 |
Total P&L (%) | 551.3697 | 450.3444 | 101.0254 | 655.4839 | 1801.7629 | -1146.279 |
Avg Daily Profit (%) | 0.293 | 0.2393 | 0.0537 | 0.1075 | 0.1567 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4821243 | -2687572 | -2999669 |
Profit Factor | 1.3768 | 1.5837 | 1.1461 | 1.0281 | 1.1581 | 0.9039 |
Total Trades | 457 | 229 | 228 | 457 | 229 | 228 |
Winning Trades | 180 | 78 | 102 | 180 | 78 | 102 |
Losing Trades | 277 | 151 | 126 | 277 | 151 | 126 |
Profitability (%) | 39.3873 | 34.0611 | 44.7368 | 39.3873 | 34.0611 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.1188 | 3.066 | 1.4157 | 1.5822 | 2.242 | 1.1165 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1521658 | 1521658 | 1057632 |
Largest Losing Trade | -25903 | -19975 | -25903 | -773535 | -634084 | -773535 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5625 | 2628 | 2997 | 5625 | 2628 | 2997 |
Profit Streak | 15.1543 | 15.1543 | 16.4876 | 15.1543 | 15.1543 | 16.4876 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363900 | 222962 | -181643 | -237903 | -42502 | -579668 |
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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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