Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683926.8392 | 643476.5048 | 40450.3344 | 742083.001 | 985610.0063 | -243527.0053 |
Total P&L (%) | 683.9268 | 643.4765 | 40.4503 | 742.083 | 985.61 | -243.527 |
Avg Daily Profit (%) | 0.302 | 0.2841 | 0.0179 | 0.0941 | 0.1054 | 0 |
Buy And Hold Return (%) | 265.9898 | 265.9898 | 265.9898 | 265.9898 | 265.9898 | 265.9898 |
Max Trade Drawdown | -137436 | -82051 | -178192 | -2684233 | -1756773 | -2360992 |
Profit Factor | 1.3691 | 1.8487 | 1.037 | 1.0375 | 1.1129 | 0.978 |
Total Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Winning Trades | 204 | 101 | 103 | 204 | 101 | 103 |
Losing Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Profitability (%) | 45.2328 | 44.8889 | 45.5752 | 45.2328 | 44.8889 | 45.5752 |
Ratio Avg Win / Avg Loss | 1.6577 | 2.2697 | 1.2383 | 1.2562 | 1.3663 | 1.1679 |
Largest Winning Trade | 127427 | 127427 | 55967 | 546856 | 508186 | 546856 |
Largest Losing Trade | -57408 | -29149 | -57408 | -1250670 | -367127 | -1250670 |
Avg Bars in Trades | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Winners | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 6667 | 2859 | 3808 | 6667 | 2859 | 3808 |
Profit Streak | 14.3331 | 0 | 16.3331 | 14.3331 | 0 | 16.3331 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302715 | 254982 | -514885 | -248086 | -151856 | -579351 |
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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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