Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334015.428 | 291682.3298 | 42333.0982 | 189918.694 | 198351.9611 | -8433.2671 |
Total P&L (%) | 334.0154 | 291.6823 | 42.3331 | 189.9187 | 198.352 | -8.4333 |
Avg Daily Profit (%) | 0.2726 | 0.2381 | 0.0346 | 0.0869 | 0.0893 | -0.0072 |
Buy And Hold Return (%) | 41.3949 | 41.3949 | 41.3949 | 41.3949 | 41.3949 | 41.3949 |
Max Trade Drawdown | -123865 | -110078 | -76606 | -497281 | -480505 | -291206 |
Profit Factor | 1.4249 | 1.6563 | 1.1239 | 1.0771 | 1.1425 | 0.9921 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 49.3151 | 44.5455 | 54.1284 | 49.3151 | 44.5455 | 54.1284 |
Ratio Avg Win / Avg Loss | 1.4645 | 2.062 | 0.9525 | 1.1071 | 1.4223 | 0.8408 |
Largest Winning Trade | 125359 | 125359 | 24262 | 345604 | 345604 | 78372 |
Largest Losing Trade | -28855 | -28855 | -27871 | -141723 | -112844 | -141723 |
Avg Bars in Trades | 21 | 26 | 17 | 21 | 26 | 17 |
Avg Bars in Winners | 22 | 31 | 16 | 22 | 31 | 16 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 4787 | 2909 | 1877 | 4787 | 2909 | 1877 |
Profit Streak | 11.1829 | 11.1829 | 21.9329 | 11.1829 | 11.1829 | 21.9329 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425567 | 362548 | -389353 | -211571 | -140128 | -578762 |
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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) |
---|