Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592129.5875 | 480692.5727 | 111437.0149 | 551603.9495 | 1187096.7144 | -635492.765 |
Total P&L (%) | 592.1296 | 480.6926 | 111.437 | 551.6039 | 1187.0967 | -635.4928 |
Avg Daily Profit (%) | 0.317 | 0.2574 | 0.0597 | 0.1004 | 0.1369 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164785 | -68063 | -141353 | -1162669 | -430613 | -1215859 |
Profit Factor | 1.437 | 1.7362 | 1.1587 | 1.0803 | 1.3827 | 0.8315 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Profitability (%) | 50.9225 | 50.7353 | 51.1111 | 50.9225 | 50.7353 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.3849 | 1.6859 | 1.1083 | 1.0411 | 1.3426 | 0.7953 |
Largest Winning Trade | 116278 | 116278 | 59880 | 613465 | 613465 | 362211 |
Largest Losing Trade | -52026 | -30862 | -52026 | -654063 | -246695 | -654063 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 25 | 28 | 21 | 25 | 28 | 21 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 5397 | 2889 | 2508 | 5397 | 2889 | 2508 |
Profit Streak | 14.6421 | 14.6421 | 28.9754 | 14.6421 | 14.6421 | 28.9754 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462514 | 438190 | -157980 | -187875 | -8505 | -579545 |
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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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