Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436788.4069 | 365533.6302 | 71254.7767 | 145040.5073 | 273800.7809 | -128760.2736 |
Total P&L (%) | 436.7884 | 365.5336 | 71.2548 | 145.0405 | 273.8008 | -128.7603 |
Avg Daily Profit (%) | 0.2097 | 0.1755 | 0.0342 | 0.043 | 0.0633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157980 | -75200 | -151637 | -306948 | -228694 | -290012 |
Profit Factor | 1.2501 | 1.4295 | 1.0796 | 1.0354 | 1.1353 | 0.9378 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 250 | 118 | 132 | 250 | 118 | 132 |
Losing Trades | 252 | 133 | 119 | 252 | 133 | 119 |
Profitability (%) | 49.8008 | 47.012 | 52.5896 | 49.8008 | 47.012 | 52.5896 |
Ratio Avg Win / Avg Loss | 1.2601 | 1.6112 | 0.9733 | 1.0437 | 1.2796 | 0.8454 |
Largest Winning Trade | 123904 | 123904 | 28507 | 184377 | 184377 | 71639 |
Largest Losing Trade | -45503 | -40012 | -45503 | -176673 | -90178 | -176673 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 56 | 59 | 53 | 56 | 59 | 53 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 24813 | 12713 | 12100 | 24813 | 12713 | 12100 |
Profit Streak | 6.2486 | 0 | 55.5819 | 6.2486 | 0 | 55.5819 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386000 | 323764 | -279102 | -313747 | -180504 | -578039 |
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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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