Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706717.1585 | 677215.2835 | 29501.875 | 407994.4383 | 612199.5809 | -204205.1426 |
Total P&L (%) | 706.7172 | 677.2153 | 29.5019 | 407.9944 | 612.1996 | -204.2051 |
Avg Daily Profit (%) | 0.2816 | 0.2699 | 0.0118 | 0.0648 | 0.0783 | 0 |
Buy And Hold Return (%) | 142.0668 | 142.0668 | 142.0668 | 142.0668 | 142.0668 | 142.0668 |
Max Trade Drawdown | -201054 | -163209 | -95310 | -872984 | -670586 | -379164 |
Profit Factor | 1.5412 | 1.9561 | 1.0494 | 1.1272 | 1.3453 | 0.8576 |
Total Trades | 403 | 202 | 201 | 403 | 202 | 201 |
Winning Trades | 156 | 67 | 89 | 156 | 67 | 89 |
Losing Trades | 247 | 135 | 112 | 247 | 135 | 112 |
Profitability (%) | 38.7097 | 33.1683 | 44.2786 | 38.7097 | 33.1683 | 44.2786 |
Ratio Avg Win / Avg Loss | 2.4402 | 3.9415 | 1.3206 | 1.7848 | 2.7108 | 1.0792 |
Largest Winning Trade | 417980 | 417980 | 24902 | 343135 | 343135 | 85294 |
Largest Losing Trade | -60363 | -31102 | -60363 | -261137 | -261137 | -156004 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 9940 | 4535 | 5405 | 9940 | 4535 | 5405 |
Profit Streak | 19.4987 | 19.4987 | 21.9987 | 19.4987 | 19.4987 | 21.9987 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327852 | 201654 | -510031 | -190044 | -93725 | -580012 |
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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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