Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282639.4579 | 280452.5162 | 2186.9417 | 622977.4252 | 499489.8416 | 123487.5836 |
Total P&L (%) | 282.6395 | 280.4525 | 2.1869 | 622.9774 | 499.4898 | 123.4876 |
Avg Daily Profit (%) | 0.3591 | 0.3563 | 0.0028 | 0.2517 | 0.2278 | 0.1022 |
Buy And Hold Return (%) | 265.795 | 265.795 | 265.795 | 265.795 | 265.795 | 265.795 |
Max Trade Drawdown | -81061 | -82202 | -46531 | -288283 | -352542 | -103716 |
Profit Factor | 1.5337 | 1.8757 | 1.0104 | 1.4892 | 1.5852 | 1.294 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 210 | 114 | 96 | 210 | 114 | 96 |
Losing Trades | 73 | 27 | 46 | 73 | 27 | 46 |
Profitability (%) | 74.2049 | 80.8511 | 67.6056 | 74.2049 | 80.8511 | 67.6056 |
Ratio Avg Win / Avg Loss | 0.5332 | 0.4443 | 0.4842 | 0.5177 | 0.3754 | 0.62 |
Largest Winning Trade | 27109 | 27109 | 13599 | 78322 | 78322 | 41968 |
Largest Losing Trade | -45421 | -45421 | -17112 | -132422 | -132422 | -62899 |
Avg Bars in Trades | 63 | 115 | 11 | 63 | 115 | 11 |
Avg Bars in Winners | 24 | 39 | 6 | 24 | 39 | 6 |
Avg Bars in Losers | 176 | 437 | 22 | 176 | 437 | 22 |
Bars Traded | 18032 | 16349 | 1683 | 18032 | 16349 | 1683 |
Profit Streak | 297.0306 | 311.3223 | 297.0306 | 297.0306 | 311.3223 | 297.0306 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131205 | -133341 | -561850 | 341453 | 211124 | -220172 |
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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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