Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419935.5671 | 411960.5507 | 7975.0164 | -68160.2312 | 121622.6702 | -189782.9014 |
Total P&L (%) | 419.9356 | 411.9606 | 7.975 | -68.1602 | 121.6227 | -189.7829 |
Avg Daily Profit (%) | 0.2195 | 0.2153 | 0.0042 | -0.0598 | 0.0416 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207314 | -127591 | -136720 | -466110 | -402124 | -289654 |
Profit Factor | 1.329 | 1.5821 | 1.014 | 0.9756 | 1.0807 | 0.8524 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 1.4096 | 1.7799 | 1.014 | 1.0347 | 1.2158 | 0.8524 |
Largest Winning Trade | 152024 | 152024 | 44595 | 157626 | 157626 | 112843 |
Largest Losing Trade | -88855 | -40514 | -88855 | -141212 | -141212 | -127759 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 7468 | 4005 | 3463 | 7468 | 4005 | 3463 |
Profit Streak | 37.0727 | 37.0727 | 45.3227 | 37.0727 | 37.0727 | 45.3227 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382036 | 365599 | -557056 | -576547 | -269607 | -579706 |
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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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