Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426987.7237 | 426546.3755 | 441.3481 | -8110.7982 | 429862.2636 | -437973.0618 |
Total P&L (%) | 426.9877 | 426.5464 | 0.4413 | -8.1108 | 429.8623 | -437.9731 |
Avg Daily Profit (%) | 0.2262 | 0.226 | 0.0002 | -0.0045 | 0.0884 | 0 |
Buy And Hold Return (%) | 22.246 | 22.246 | 22.246 | 22.246 | 22.246 | 22.246 |
Max Trade Drawdown | -239343 | -121424 | -154531 | -550408 | -174038 | -503366 |
Profit Factor | 1.2154 | 1.419 | 1.0005 | 0.9973 | 1.3084 | 0.7362 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 276 | 137 | 139 | 276 | 137 | 139 |
Losing Trades | 228 | 115 | 113 | 228 | 115 | 113 |
Profitability (%) | 54.7619 | 54.3651 | 55.1587 | 54.7619 | 54.3651 | 55.1587 |
Ratio Avg Win / Avg Loss | 1.0041 | 1.1911 | 0.8133 | 0.8239 | 1.0983 | 0.5985 |
Largest Winning Trade | 102472 | 102472 | 30814 | 123483 | 123483 | 75157 |
Largest Losing Trade | -52089 | -40848 | -52089 | -221436 | -82081 | -221436 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 6 | 7 | 6 | 6 | 7 | 6 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3762 | 1909 | 1853 | 3762 | 1909 | 1853 |
Profit Streak | 11.9809 | 11.9809 | 18.9809 | 11.9809 | 11.9809 | 18.9809 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432993 | 391833 | -577692 | -576162 | -72599 | -578508 |
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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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