Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354507.5417 | 362816.8843 | -8309.3426 | -67431.6959 | 8879.2162 | -76310.9121 |
Total P&L (%) | 354.5075 | 362.8169 | -8.3093 | -67.4317 | 8.8792 | -76.3109 |
Avg Daily Profit (%) | 0.1892 | 0.1936 | -0.0044 | -0.0598 | 0.0045 | -0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160942 | -86060 | -196925 | -105261 | -26340 | -95130 |
Profit Factor | 1.2099 | 1.4529 | 0.9906 | 0.8381 | 1.0461 | 0.6589 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Profitability (%) | 42.4138 | 42.069 | 42.7586 | 42.4138 | 42.069 | 42.7586 |
Ratio Avg Win / Avg Loss | 1.6427 | 2.0008 | 1.3262 | 1.1379 | 1.4405 | 0.8821 |
Largest Winning Trade | 135396 | 135396 | 39335 | 27660 | 27660 | 12760 |
Largest Losing Trade | -67001 | -26583 | -67001 | -26662 | -26662 | -19551 |
Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 5538 | 2866 | 2672 | 5538 | 2866 | 2672 |
Profit Streak | 36.7489 | 37.0822 | 36.7489 | 36.7489 | 37.0822 | 36.7489 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304304 | 277520 | -581275 | -578831 | -524353 | -582942 |
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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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