Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347368.7206 | 285693.5121 | 61675.2085 | 826855.3044 | 783932.3247 | 42922.9798 |
Total P&L (%) | 347.3687 | 285.6935 | 61.6752 | 826.8553 | 783.9323 | 42.923 |
Avg Daily Profit (%) | 0.3335 | 0.2743 | 0.0592 | 0.214 | 0.2094 | 0.0343 |
Buy And Hold Return (%) | 190.2442 | 190.2442 | 190.2442 | 190.2442 | 190.2442 | 190.2442 |
Max Trade Drawdown | -66674 | -42668 | -80196 | -934192 | -338109 | -903988 |
Profit Factor | 1.556 | 2.126 | 1.1662 | 1.2477 | 1.6033 | 1.0211 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Losing Trades | 157 | 76 | 81 | 157 | 76 | 81 |
Profitability (%) | 47.8405 | 49.3333 | 46.3576 | 47.8405 | 49.3333 | 46.3576 |
Ratio Avg Win / Avg Loss | 1.6965 | 2.1835 | 1.3495 | 1.3603 | 1.6466 | 1.1815 |
Largest Winning Trade | 113417 | 113417 | 33354 | 397694 | 397694 | 237262 |
Largest Losing Trade | -40206 | -16950 | -40206 | -274440 | -176763 | -274440 |
Avg Bars in Trades | 82 | 78 | 86 | 82 | 78 | 86 |
Avg Bars in Winners | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Losers | 66 | 59 | 72 | 66 | 59 | 72 |
Bars Traded | 24743 | 11746 | 12997 | 24743 | 11746 | 12997 |
Profit Streak | 13.8024 | 13.8024 | 14.1357 | 13.8024 | 13.8024 | 14.1357 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 205333 | 95709 | -317433 | 296601 | 345886 | -510336 |
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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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