Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539015.94 | 399399.9192 | 139616.0208 | 501299.1478 | 504133.0778 | -2833.93 |
Total P&L (%) | 539.0159 | 399.3999 | 139.616 | 501.2991 | 504.1331 | -2.8339 |
Avg Daily Profit (%) | 0.2897 | 0.2147 | 0.075 | 0.0965 | 0.0967 | -0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108701 | -118721 | -130720 | -751858 | -593361 | -969423 |
Profit Factor | 1.3048 | 1.4545 | 1.1569 | 1.0519 | 1.1019 | 0.9994 |
Total Trades | 453 | 226 | 227 | 453 | 226 | 227 |
Winning Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Losing Trades | 228 | 113 | 115 | 228 | 113 | 115 |
Profitability (%) | 49.6689 | 50 | 49.3392 | 49.6689 | 50 | 49.3392 |
Ratio Avg Win / Avg Loss | 1.3222 | 1.4545 | 1.1879 | 1.0659 | 1.1019 | 1.0262 |
Largest Winning Trade | 81257 | 81257 | 43385 | 263140 | 263140 | 213895 |
Largest Losing Trade | -41631 | -33743 | -41631 | -229162 | -217423 | -229162 |
Avg Bars in Trades | 48 | 57 | 40 | 48 | 57 | 40 |
Avg Bars in Winners | 58 | 68 | 47 | 58 | 68 | 47 |
Avg Bars in Losers | 39 | 45 | 33 | 39 | 45 | 33 |
Bars Traded | 22051 | 12942 | 9109 | 22051 | 12942 | 9109 |
Profit Streak | 9.2296 | 0 | 52.1462 | 9.2296 | 0 | 52.1462 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425631 | 338451 | -138906 | -224338 | -171246 | -577325 |
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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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