Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778199.8935 | 715944.6099 | 62255.2837 | 791917.5514 | 1325366.5 | -533448.9486 |
Total P&L (%) | 778.1999 | 715.9446 | 62.2553 | 791.9176 | 1325.3665 | -533.4489 |
Avg Daily Profit (%) | 0.3112 | 0.2863 | 0.0249 | 0.0875 | 0.1063 | 0 |
Buy And Hold Return (%) | 130.0131 | 130.0131 | 130.0131 | 130.0131 | 130.0131 | 130.0131 |
Max Trade Drawdown | -178037 | -152754 | -100015 | -1634243 | -972660 | -902363 |
Profit Factor | 1.5777 | 2.0026 | 1.0984 | 1.1271 | 1.4349 | 0.8324 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 152 | 65 | 87 | 152 | 65 | 87 |
Losing Trades | 232 | 127 | 105 | 232 | 127 | 105 |
Profitability (%) | 39.5833 | 33.8542 | 45.3125 | 39.5833 | 33.8542 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.4081 | 3.9128 | 1.3256 | 1.7203 | 2.8035 | 1.0046 |
Largest Winning Trade | 437846 | 437846 | 32356 | 579070 | 579070 | 302963 |
Largest Losing Trade | -40145 | -18769 | -40145 | -403883 | -197221 | -403883 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 9909 | 4662 | 5247 | 9909 | 4662 | 5247 |
Profit Streak | 34.2437 | 34.2437 | 60.4937 | 34.2437 | 34.2437 | 60.4937 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375520 | 236704 | -437430 | -156651 | -53653 | -578814 |
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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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