Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487637.9966 | 441702.5995 | 45935.3971 | 655735.3995 | 921527.4045 | -265792.0051 |
Total P&L (%) | 487.638 | 441.7026 | 45.9354 | 655.7354 | 921.5274 | -265.792 |
Avg Daily Profit (%) | 0.2656 | 0.2406 | 0.025 | 0.1102 | 0.1267 | 0 |
Buy And Hold Return (%) | 97.027 | 97.027 | 97.027 | 97.027 | 97.027 | 97.027 |
Max Trade Drawdown | -222347 | -137636 | -108057 | -1267284 | -607620 | -916400 |
Profit Factor | 1.4469 | 1.9195 | 1.0752 | 1.1406 | 1.4228 | 0.893 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Losing Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Profitability (%) | 53.1646 | 55.9322 | 50.4202 | 53.1646 | 55.9322 | 50.4202 |
Ratio Avg Win / Avg Loss | 1.2746 | 1.5124 | 1.0573 | 1.0048 | 1.121 | 0.8781 |
Largest Winning Trade | 79918 | 79918 | 62391 | 452166 | 452166 | 288998 |
Largest Losing Trade | -43243 | -43243 | -33277 | -319776 | -259901 | -319776 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 5301 | 2640 | 2661 | 5301 | 2640 | 2661 |
Profit Streak | 29.4476 | 29.4476 | 66.781 | 29.4476 | 29.4476 | 66.781 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404671 | 404205 | -461504 | -108075 | -21338 | -579247 |
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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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