Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359483.5271 | 234185.3952 | 125298.132 | 1052681.3576 | 1172238.3288 | -119556.9712 |
Total P&L (%) | 359.4835 | 234.1854 | 125.2981 | 1052.6814 | 1172.2383 | -119.557 |
Avg Daily Profit (%) | 0.3451 | 0.2248 | 0.1203 | 0.235 | 0.2445 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78325 | -42582 | -66791 | -1105852 | -370590 | -909707 |
Profit Factor | 1.3901 | 1.5697 | 1.2455 | 1.1842 | 1.483 | 0.9636 |
Total Trades | 515 | 257 | 258 | 515 | 257 | 258 |
Winning Trades | 177 | 85 | 92 | 177 | 85 | 92 |
Losing Trades | 338 | 172 | 166 | 338 | 172 | 166 |
Profitability (%) | 34.3689 | 33.0739 | 35.6589 | 34.3689 | 33.0739 | 35.6589 |
Ratio Avg Win / Avg Loss | 2.6546 | 3.1764 | 2.2472 | 2.2613 | 3.001 | 1.7388 |
Largest Winning Trade | 48897 | 48897 | 30228 | 615038 | 615038 | 290313 |
Largest Losing Trade | -12222 | -7413 | -12222 | -210881 | -116245 | -210881 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 94 | 85 | 101 | 94 | 85 | 101 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 24854 | 11358 | 13496 | 24854 | 11358 | 13496 |
Profit Streak | 7.4341 | 13.7258 | 7.4341 | 7.4341 | 13.7258 | 7.4341 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301057 | 214576 | -35666 | -10719 | 216546 | -582103 |
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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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