Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527087.3547 | 492989.7031 | 34097.6516 | 304333.5747 | 412007.2765 | -107673.7019 |
Total P&L (%) | 527.0874 | 492.9897 | 34.0977 | 304.3336 | 412.0073 | -107.6737 |
Avg Daily Profit (%) | 0.2201 | 0.2059 | 0.0142 | 0.0584 | 0.0682 | 0 |
Buy And Hold Return (%) | 196.9608 | 196.9608 | 196.9608 | 196.9608 | 196.9608 | 196.9608 |
Max Trade Drawdown | -208821 | -92286 | -220131 | -159089 | -89886 | -193249 |
Profit Factor | 1.2796 | 1.5655 | 1.0337 | 1.303 | 1.8713 | 0.7975 |
Total Trades | 509 | 255 | 254 | 509 | 255 | 254 |
Winning Trades | 273 | 140 | 133 | 273 | 140 | 133 |
Losing Trades | 236 | 115 | 121 | 236 | 115 | 121 |
Profitability (%) | 53.6346 | 54.902 | 52.3622 | 53.6346 | 54.902 | 52.3622 |
Ratio Avg Win / Avg Loss | 1.1062 | 1.2859 | 0.9404 | 1.1264 | 1.5371 | 0.7255 |
Largest Winning Trade | 116054 | 116054 | 41945 | 217189 | 217189 | 38723 |
Largest Losing Trade | -52729 | -36287 | -52729 | -104671 | -39778 | -104671 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7006 | 3507 | 3499 | 7006 | 3507 | 3499 |
Profit Streak | 8.6111 | 68.2778 | 0 | 8.6111 | 68.2778 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318578 | 327685 | -523413 | -120724 | -101276 | -579420 |
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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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