Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248696.6421 | 238356.8067 | 10339.8354 | 803834.6955 | 364434.094 | 439400.6015 |
Total P&L (%) | 248.6966 | 238.3568 | 10.3398 | 803.8347 | 364.4341 | 439.4006 |
Avg Daily Profit (%) | 0.1998 | 0.1915 | 0.0083 | 0.177 | 0.1234 | 0.1355 |
Buy And Hold Return (%) | 128.6415 | 128.6415 | 128.6415 | 128.6415 | 128.6415 | 128.6415 |
Max Trade Drawdown | -172230 | -50784 | -199991 | -412791 | -433324 | -259680 |
Profit Factor | 1.4093 | 2.264 | 1.0247 | 1.5467 | 1.4989 | 1.594 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 189 | 91 | 98 | 177 | 87 | 90 |
Losing Trades | 37 | 22 | 15 | 49 | 26 | 23 |
Profitability (%) | 83.6283 | 80.531 | 86.7257 | 78.3186 | 76.9912 | 79.646 |
Ratio Avg Win / Avg Loss | 0.2759 | 0.5474 | 0.1568 | 0.4282 | 0.4479 | 0.4074 |
Largest Winning Trade | 23462 | 23462 | 16374 | 128944 | 82051 | 128944 |
Largest Losing Trade | -136632 | -48362 | -136632 | -412791 | -412791 | -153181 |
Avg Bars in Trades | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Winners | 9 | 10 | 9 | 13 | 15 | 12 |
Avg Bars in Losers | 77 | 79 | 74 | 47 | 52 | 40 |
Bars Traded | 4725 | 2712 | 2013 | 4725 | 2712 | 2013 |
Profit Streak | 36.4576 | 87.4576 | 36.4576 | 36.4576 | 87.4576 | 36.4576 |
Trades During Streak | 17 | 10 | 8 | 17 | 10 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 247396 | 255280 | -536091 | 511068 | -26432 | -8952 |
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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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