Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445746.1733 | 410746.894 | 34999.2792 | -9438.1067 | 96442.0241 | -105880.1307 |
Total P&L (%) | 445.7462 | 410.7469 | 34.9993 | -9.4381 | 96.442 | -105.8801 |
Avg Daily Profit (%) | 0.2383 | 0.2196 | 0.0187 | -0.0053 | 0.0361 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161222 | -82734 | -184068 | -160667 | -54392 | -181170 |
Profit Factor | 1.2152 | 1.4497 | 1.0302 | 0.9934 | 1.1533 | 0.8692 |
Total Trades | 449 | 225 | 224 | 449 | 225 | 224 |
Winning Trades | 185 | 87 | 98 | 185 | 87 | 98 |
Losing Trades | 264 | 138 | 126 | 264 | 138 | 126 |
Profitability (%) | 41.2027 | 38.6667 | 43.75 | 41.2027 | 38.6667 | 43.75 |
Ratio Avg Win / Avg Loss | 1.7341 | 2.2995 | 1.3246 | 1.4177 | 1.8294 | 1.1175 |
Largest Winning Trade | 128023 | 128023 | 47045 | 96426 | 96426 | 47901 |
Largest Losing Trade | -42838 | -25854 | -42838 | -74428 | -20516 | -74428 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 73 | 77 | 70 | 73 | 77 | 70 |
Avg Bars in Losers | 32 | 35 | 28 | 32 | 35 | 28 |
Bars Traded | 22251 | 11694 | 10557 | 22251 | 11694 | 10557 |
Profit Streak | 20.7502 | 20.7502 | 23.1668 | 20.7502 | 20.7502 | 23.1668 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309862 | 239950 | -359077 | -579128 | -198677 | -580378 |
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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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