Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678931.6954 | 603528.9122 | 75402.7832 | 1706148.5453 | 1235675.4356 | 470473.1097 |
Total P&L (%) | 678.9317 | 603.5289 | 75.4028 | 1706.1485 | 1235.6754 | 470.4731 |
Avg Daily Profit (%) | 0.3749 | 0.3333 | 0.0416 | 0.1599 | 0.1432 | 0.0962 |
Buy And Hold Return (%) | 288.5576 | 288.5576 | 288.5576 | 288.5576 | 288.5576 | 288.5576 |
Max Trade Drawdown | -167871 | -128851 | -109876 | -709618 | -472586 | -546447 |
Profit Factor | 1.4868 | 1.7792 | 1.1216 | 1.2621 | 1.3609 | 1.1525 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 169 | 76 | 93 | 169 | 76 | 93 |
Losing Trades | 190 | 103 | 87 | 190 | 103 | 87 |
Profitability (%) | 47.0752 | 42.4581 | 51.6667 | 47.0752 | 42.4581 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.6715 | 2.4113 | 1.0492 | 1.4189 | 1.8444 | 1.0781 |
Largest Winning Trade | 161681 | 161681 | 26231 | 307933 | 307933 | 206620 |
Largest Losing Trade | -40871 | -40871 | -22017 | -165372 | -146366 | -165372 |
Avg Bars in Trades | 14 | 22 | 7 | 14 | 22 | 7 |
Avg Bars in Winners | 18 | 30 | 8 | 18 | 30 | 8 |
Avg Bars in Losers | 11 | 16 | 6 | 11 | 16 | 6 |
Bars Traded | 5383 | 4021 | 1362 | 5383 | 4021 | 1362 |
Profit Streak | 11.3032 | 34.6366 | 11.3032 | 11.3032 | 34.6366 | 11.3032 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339883 | 198069 | -388332 | 321527 | -2591 | -125187 |
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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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