Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548262.9538 | 531764.1134 | 16498.8404 | 43378.2229 | 478461.5593 | -435083.3363 |
Total P&L (%) | 548.263 | 531.7641 | 16.4988 | 43.3782 | 478.4616 | -435.0833 |
Avg Daily Profit (%) | 0.2417 | 0.2344 | 0.0073 | 0.0159 | 0.0774 | 0 |
Buy And Hold Return (%) | 147.0175 | 147.0175 | 147.0175 | 147.0175 | 147.0175 | 147.0175 |
Max Trade Drawdown | -120890 | -97435 | -284799 | -364159 | -290882 | -578013 |
Profit Factor | 1.2743 | 1.6437 | 1.0141 | 1.0157 | 1.4381 | 0.7389 |
Total Trades | 496 | 248 | 248 | 496 | 248 | 248 |
Winning Trades | 225 | 115 | 110 | 225 | 115 | 110 |
Losing Trades | 271 | 133 | 138 | 271 | 133 | 138 |
Profitability (%) | 45.3629 | 46.371 | 44.3548 | 45.3629 | 46.371 | 44.3548 |
Ratio Avg Win / Avg Loss | 1.5348 | 1.901 | 1.2722 | 1.2234 | 1.6632 | 0.927 |
Largest Winning Trade | 72221 | 72221 | 55967 | 86049 | 86049 | 63565 |
Largest Losing Trade | -87583 | -29149 | -87583 | -217875 | -80184 | -217875 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 6756 | 3207 | 3549 | 6756 | 3207 | 3549 |
Profit Streak | 17.7686 | 17.7686 | 19.7686 | 17.7686 | 17.7686 | 19.7686 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327684 | 326037 | -554554 | -538500 | -90265 | -581397 |
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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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