Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424430.5691 | 385356.4369 | 39074.1321 | -36306.2142 | -57586.4221 | 21280.2079 |
Total P&L (%) | 424.4306 | 385.3564 | 39.0741 | -36.3062 | -57.5864 | 21.2802 |
Avg Daily Profit (%) | 0.2207 | 0.2004 | 0.0203 | -0.0235 | -0.0446 | 0.01 |
Buy And Hold Return (%) | 64.7491 | 64.7491 | 64.7491 | 64.7491 | 64.7491 | 64.7491 |
Max Trade Drawdown | -157482 | -92448 | -226185 | -428395 | -331873 | -312980 |
Profit Factor | 1.2593 | 1.5505 | 1.0417 | 0.9862 | 0.9546 | 1.0157 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Losing Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Profitability (%) | 58.8384 | 58.5859 | 59.0909 | 58.8384 | 58.5859 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.881 | 1.0961 | 0.7212 | 0.6899 | 0.6748 | 0.7031 |
Largest Winning Trade | 92967 | 92967 | 35399 | 96247 | 79722 | 96247 |
Largest Losing Trade | -82504 | -28637 | -82504 | -123158 | -119312 | -123158 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
Bars Traded | 11390 | 5113 | 6277 | 11390 | 5113 | 6277 |
Profit Streak | 26.3736 | 26.3736 | 32.3736 | 26.3736 | 26.3736 | 32.3736 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366493 | 394328 | -505617 | -576267 | -578364 | -547980 |
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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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