Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694412.9358 | 704037.8972 | -9624.9614 | 165004.4712 | 265056.4861 | -100052.0149 |
Total P&L (%) | 694.4129 | 704.0379 | -9.625 | 165.0045 | 265.0565 | -100.052 |
Avg Daily Profit (%) | 0.2765 | 0.2804 | -0.0038 | 0.0388 | 0.0516 | 0 |
Buy And Hold Return (%) | 212.4694 | 212.4694 | 212.4694 | 212.4694 | 212.4694 | 212.4694 |
Max Trade Drawdown | -282995 | -209202 | -124945 | -1040344 | -815792 | -383524 |
Profit Factor | 1.4711 | 1.8648 | 0.9854 | 1.0541 | 1.1553 | 0.9255 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 184 | 80 | 104 | 184 | 80 | 104 |
Losing Trades | 256 | 140 | 116 | 256 | 140 | 116 |
Profitability (%) | 41.8182 | 36.3636 | 47.2727 | 41.8182 | 36.3636 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.0467 | 3.2634 | 1.0991 | 1.4666 | 2.0218 | 1.0323 |
Largest Winning Trade | 443299 | 443299 | 26150 | 260980 | 260980 | 167586 |
Largest Losing Trade | -31408 | -22485 | -31408 | -200722 | -200722 | -144765 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 7423 | 3916 | 3508 | 7423 | 3916 | 3508 |
Profit Streak | 9.1183 | 9.1183 | 10.1183 | 9.1183 | 9.1183 | 10.1183 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308500 | 204118 | -578637 | -467335 | -265134 | -578637 |
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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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