Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504804.8284 | 474652.4644 | 30152.364 | 206294.2327 | 287097.5995 | -80803.3668 |
Total P&L (%) | 504.8048 | 474.6525 | 30.1524 | 206.2942 | 287.0976 | -80.8034 |
Avg Daily Profit (%) | 0.2423 | 0.2278 | 0.0145 | 0.0537 | 0.065 | -0.0792 |
Buy And Hold Return (%) | 68.2281 | 68.2281 | 68.2281 | 68.2281 | 68.2281 | 68.2281 |
Max Trade Drawdown | -112580 | -71704 | -157164 | -401175 | -265418 | -245255 |
Profit Factor | 1.3212 | 1.6283 | 1.0369 | 1.05 | 1.145 | 0.9624 |
Total Trades | 657 | 329 | 328 | 657 | 329 | 328 |
Winning Trades | 326 | 156 | 170 | 326 | 156 | 170 |
Losing Trades | 331 | 173 | 158 | 331 | 173 | 158 |
Profitability (%) | 49.6195 | 47.4164 | 51.8293 | 49.6195 | 47.4164 | 51.8293 |
Ratio Avg Win / Avg Loss | 1.3415 | 1.8058 | 0.9638 | 1.0661 | 1.2698 | 0.8945 |
Largest Winning Trade | 249657 | 249657 | 37563 | 197472 | 197472 | 118236 |
Largest Losing Trade | -65382 | -25993 | -65382 | -139187 | -67106 | -139187 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 24647 | 11991 | 12656 | 24647 | 11991 | 12656 |
Profit Streak | 19.0791 | 19.0791 | 19.4124 | 19.0791 | 19.0791 | 19.4124 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466650 | 418775 | -518883 | -285463 | -168467 | -578823 |
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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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