Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514296.3506 | 463976.9796 | 50319.371 | 275030.6331 | 282595.6738 | -7565.0407 |
Total P&L (%) | 514.2964 | 463.977 | 50.3194 | 275.0306 | 282.5957 | -7.565 |
Avg Daily Profit (%) | 0.2679 | 0.2417 | 0.0262 | 0.0689 | 0.0699 | -0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130283 | -121514 | -170318 | -228936 | -114040 | -260410 |
Profit Factor | 1.3991 | 1.8601 | 1.0672 | 1.1846 | 1.448 | 0.9912 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Profitability (%) | 40.625 | 40.625 | 40.625 | 40.625 | 40.625 | 40.625 |
Ratio Avg Win / Avg Loss | 2.0448 | 2.7185 | 1.5597 | 1.7313 | 2.1163 | 1.4487 |
Largest Winning Trade | 112936 | 112936 | 52432 | 115901 | 115901 | 115047 |
Largest Losing Trade | -40177 | -21332 | -40177 | -102916 | -67519 | -102916 |
Avg Bars in Trades | 88 | 91 | 86 | 88 | 91 | 86 |
Avg Bars in Winners | 141 | 135 | 146 | 141 | 135 | 146 |
Avg Bars in Losers | 53 | 60 | 45 | 53 | 60 | 45 |
Bars Traded | 22734 | 11673 | 11061 | 22734 | 11673 | 11061 |
Profit Streak | 22.7572 | 22.7572 | 42.0072 | 22.7572 | 22.7572 | 42.0072 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329453 | 294992 | -307585 | -118619 | -100802 | -581984 |
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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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