Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507084.8118 | 318343.9326 | 188740.8792 | 534838.9682 | 38834.8581 | 496004.1101 |
Total P&L (%) | 507.0848 | 318.3439 | 188.7409 | 534.839 | 38.8349 | 496.0041 |
Avg Daily Profit (%) | 0.2658 | 0.1669 | 0.0989 | 0.0969 | 0.0172 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121439 | -76404 | -131388 | -766340 | -748244 | -501325 |
Profit Factor | 1.3213 | 1.3975 | 1.2428 | 1.0777 | 1.0105 | 1.1564 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 243 | 108 | 135 | 243 | 108 | 135 |
Losing Trades | 186 | 107 | 79 | 186 | 107 | 79 |
Profitability (%) | 56.6434 | 50.2326 | 63.0841 | 56.6434 | 50.2326 | 63.0841 |
Ratio Avg Win / Avg Loss | 1.0114 | 1.3846 | 0.7273 | 0.8249 | 1.0011 | 0.6767 |
Largest Winning Trade | 51284 | 51284 | 31983 | 188885 | 165631 | 188885 |
Largest Losing Trade | -59543 | -26773 | -59543 | -330742 | -330742 | -211140 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 11239 | 5833 | 5406 | 11239 | 5833 | 5406 |
Profit Streak | 28.8421 | 28.8421 | 29.1755 | 28.8421 | 28.8421 | 29.1755 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495675 | 372992 | -58817 | -194916 | -378874 | -114102 |
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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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