Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418305.4844 | 283992.4794 | 134313.0049 | 684359.2171 | 421405.9707 | 262953.2464 |
Total P&L (%) | 418.3055 | 283.9925 | 134.313 | 684.3592 | 421.406 | 262.9532 |
Avg Daily Profit (%) | 0.4016 | 0.2726 | 0.1289 | 0.1979 | 0.1587 | 0.1238 |
Buy And Hold Return (%) | 11.7564 | 11.7564 | 11.7564 | 11.7564 | 11.7564 | 11.7564 |
Max Trade Drawdown | -98058 | -71840 | -81610 | -493382 | -382651 | -370128 |
Profit Factor | 1.6577 | 1.9266 | 1.4076 | 1.2865 | 1.3562 | 1.2181 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 69.7917 | 68.75 | 70.8333 | 69.7917 | 68.75 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.7175 | 0.8757 | 0.5796 | 0.5569 | 0.6164 | 0.5016 |
Largest Winning Trade | 28357 | 28357 | 17899 | 109193 | 98676 | 109193 |
Largest Losing Trade | -77221 | -44261 | -77221 | -290412 | -240654 | -290412 |
Avg Bars in Trades | 127 | 139 | 116 | 127 | 139 | 116 |
Avg Bars in Winners | 84 | 86 | 82 | 84 | 86 | 82 |
Avg Bars in Losers | 226 | 254 | 197 | 226 | 254 | 197 |
Bars Traded | 24509 | 13348 | 11161 | 24509 | 13348 | 11161 |
Profit Streak | 26.3524 | 26.3524 | 47.8524 | 26.3524 | 26.3524 | 47.8524 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532055 | 451817 | -17713 | 411421 | 340414 | -25684 |
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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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