Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630088.7094 | 563168.7324 | 66919.977 | -62511.1835 | -39581.9186 | -22929.2649 |
Total P&L (%) | 630.0887 | 563.1687 | 66.92 | -62.5112 | -39.5819 | -22.9293 |
Avg Daily Profit (%) | 0.423 | 0.3781 | 0.0449 | -0.0658 | -0.0338 | -0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -321772 | -180905 | -175241 | -1709750 | -1298898 | -963991 |
Profit Factor | 1.4076 | 1.7369 | 1.0856 | 0.9908 | 0.988 | 0.9934 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 234 | 109 | 125 | 234 | 109 | 125 |
Losing Trades | 278 | 147 | 131 | 278 | 147 | 131 |
Profitability (%) | 45.7031 | 42.5781 | 48.8281 | 45.7031 | 42.5781 | 48.8281 |
Ratio Avg Win / Avg Loss | 1.6723 | 2.3424 | 1.1377 | 1.1771 | 1.3324 | 1.0411 |
Largest Winning Trade | 605739 | 605739 | 42355 | 528435 | 528435 | 443031 |
Largest Losing Trade | -81375 | -29005 | -81375 | -700864 | -350580 | -700864 |
Avg Bars in Trades | 17 | 13 | 20 | 17 | 13 | 20 |
Avg Bars in Winners | 21 | 17 | 24 | 21 | 17 | 24 |
Avg Bars in Losers | 13 | 11 | 16 | 13 | 11 | 16 |
Bars Traded | 8762 | 3527 | 5235 | 8762 | 3527 | 5235 |
Profit Streak | 7.1465 | 7.1465 | 8.1465 | 7.1465 | 7.1465 | 8.1465 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512239 | 421562 | -258155 | -576679 | -580253 | -577831 |
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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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