Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317846.3362 | 300146.1005 | 17700.2358 | 33423.8816 | 281923.8335 | -248499.9519 |
Total P&L (%) | 317.8463 | 300.1461 | 17.7002 | 33.4239 | 281.9238 | -248.5 |
Avg Daily Profit (%) | 0.1695 | 0.1601 | 0.0094 | 0.0154 | 0.0715 | 0 |
Buy And Hold Return (%) | 37.0323 | 37.0323 | 37.0323 | 37.0323 | 37.0323 | 37.0323 |
Max Trade Drawdown | -186740 | -99987 | -108761 | -872250 | -290382 | -745575 |
Profit Factor | 1.2386 | 1.5531 | 1.0224 | 1.0081 | 1.1614 | 0.8958 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Losing Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Profitability (%) | 52.071 | 52.071 | 52.071 | 52.071 | 52.071 | 52.071 |
Ratio Avg Win / Avg Loss | 1.1401 | 1.4296 | 0.9411 | 0.9279 | 1.069 | 0.8245 |
Largest Winning Trade | 88293 | 88293 | 58853 | 122783 | 117436 | 122783 |
Largest Losing Trade | -53727 | -25148 | -53727 | -474832 | -98499 | -474832 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5610 | 2805 | 2805 | 5610 | 2805 | 2805 |
Profit Streak | 12.2821 | 12.2821 | 17.6154 | 12.2821 | 12.2821 | 17.6154 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376826 | 374594 | -542086 | -547973 | -138932 | -579335 |
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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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