Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522779.5502 | 377930.7352 | 144848.815 | 566327.2797 | 619909.4652 | -53582.1855 |
Total P&L (%) | 522.7796 | 377.9307 | 144.8488 | 566.3273 | 619.9095 | -53.5822 |
Avg Daily Profit (%) | 0.2285 | 0.1652 | 0.0633 | 0.0829 | 0.0863 | -0.0335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134548 | -97007 | -120333 | -688834 | -390523 | -683655 |
Profit Factor | 1.3038 | 1.481 | 1.1549 | 1.0823 | 1.2023 | 0.986 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Losing Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Profitability (%) | 48.5043 | 48.2906 | 48.7179 | 48.5043 | 48.2906 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.3842 | 1.5858 | 1.2157 | 1.1491 | 1.2874 | 1.0379 |
Largest Winning Trade | 89601 | 89601 | 63732 | 285293 | 285293 | 208876 |
Largest Losing Trade | -40078 | -39815 | -40078 | -381855 | -152201 | -381855 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 6732 | 3066 | 3666 | 6732 | 3066 | 3666 |
Profit Streak | 6.4879 | 0 | 8.4879 | 6.4879 | 0 | 8.4879 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403931 | 356626 | -157412 | -208994 | -77555 | -577991 |
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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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