Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493415.4711 | 474348.1399 | 19067.3311 | -25571.0702 | 214026.4004 | -239597.4706 |
Total P&L (%) | 493.4155 | 474.3481 | 19.0673 | -25.5711 | 214.0264 | -239.5975 |
Avg Daily Profit (%) | 0.2129 | 0.2047 | 0.0082 | -0.0127 | 0.0494 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177699 | -144745 | -389965 | -298798 | -107971 | -472259 |
Profit Factor | 1.2309 | 1.4768 | 1.0167 | 0.9859 | 1.2762 | 0.7696 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 182 | 92 | 90 | 182 | 92 | 90 |
Losing Trades | 222 | 110 | 112 | 222 | 110 | 112 |
Profitability (%) | 45.0495 | 45.5446 | 44.5545 | 45.0495 | 45.5446 | 44.5545 |
Ratio Avg Win / Avg Loss | 1.5014 | 1.7657 | 1.2652 | 1.2026 | 1.5259 | 0.9578 |
Largest Winning Trade | 124977 | 124977 | 55509 | 92004 | 62909 | 92004 |
Largest Losing Trade | -41944 | -32275 | -41944 | -92128 | -51438 | -92128 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4599 | 2380 | 2219 | 4599 | 2380 | 2219 |
Profit Streak | 12.6752 | 0 | 15.6752 | 12.6752 | 0 | 15.6752 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344944 | 323401 | -392262 | -578033 | -126857 | -581535 |
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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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