Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632035.3182 | 602286.4925 | 29748.8257 | 366236.9805 | 342795.7827 | 23441.1978 |
Total P&L (%) | 632.0353 | 602.2865 | 29.7488 | 366.237 | 342.7958 | 23.4412 |
Avg Daily Profit (%) | 0.3336 | 0.3179 | 0.0157 | 0.0813 | 0.0786 | 0.0111 |
Buy And Hold Return (%) | 161.4238 | 161.4238 | 161.4238 | 161.4238 | 161.4238 | 161.4238 |
Max Trade Drawdown | -128876 | -153156 | -129023 | -436935 | -489670 | -260628 |
Profit Factor | 1.3954 | 1.682 | 1.0416 | 1.0796 | 1.1323 | 1.0117 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 189 | 86 | 103 | 189 | 86 | 103 |
Losing Trades | 291 | 154 | 137 | 291 | 154 | 137 |
Profitability (%) | 39.375 | 35.8333 | 42.9167 | 39.375 | 35.8333 | 42.9167 |
Ratio Avg Win / Avg Loss | 2.1485 | 3.012 | 1.3854 | 1.6623 | 2.0276 | 1.3456 |
Largest Winning Trade | 244811 | 244811 | 25271 | 299616 | 299616 | 93925 |
Largest Losing Trade | -27520 | -27520 | -19879 | -101317 | -101317 | -67210 |
Avg Bars in Trades | 15 | 21 | 9 | 15 | 21 | 9 |
Avg Bars in Winners | 22 | 34 | 13 | 22 | 34 | 13 |
Avg Bars in Losers | 10 | 14 | 7 | 10 | 14 | 7 |
Bars Traded | 7529 | 5156 | 2373 | 7529 | 5156 | 2373 |
Profit Streak | 24.5527 | 24.5527 | 25.8027 | 24.5527 | 24.5527 | 25.8027 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316057 | 208207 | -513179 | -221233 | -172001 | -552210 |
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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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