Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373269.2301 | 327045.8105 | 46223.4196 | 1718042.275 | 1274848.7218 | 443193.5532 |
Total P&L (%) | 373.2692 | 327.0458 | 46.2234 | 1718.0423 | 1274.8487 | 443.1936 |
Avg Daily Profit (%) | 0.4505 | 0.3947 | 0.0558 | 0.3507 | 0.3168 | 0.2044 |
Buy And Hold Return (%) | 507.4887 | 507.4887 | 507.4887 | 507.4887 | 507.4887 | 507.4887 |
Max Trade Drawdown | -102728 | -82810 | -27831 | -1316582 | -1113382 | -415848 |
Profit Factor | 2.0017 | 2.4226 | 1.3238 | 1.4089 | 1.4235 | 1.372 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 150 | 83 | 67 | 150 | 83 | 67 |
Losing Trades | 55 | 19 | 36 | 55 | 19 | 36 |
Profitability (%) | 73.1707 | 81.3725 | 65.0485 | 73.1707 | 81.3725 | 65.0485 |
Ratio Avg Win / Avg Loss | 0.734 | 0.5546 | 0.7113 | 0.5166 | 0.3259 | 0.7372 |
Largest Winning Trade | 27705 | 27705 | 9559 | 309555 | 309555 | 136402 |
Largest Losing Trade | -52131 | -52131 | -21217 | -741048 | -741048 | -415848 |
Avg Bars in Trades | 45 | 83 | 7 | 45 | 83 | 7 |
Avg Bars in Winners | 25 | 40 | 5 | 25 | 40 | 5 |
Avg Bars in Losers | 99 | 269 | 9 | 99 | 269 | 9 |
Bars Traded | 9229 | 8498 | 731 | 9229 | 8498 | 731 |
Profit Streak | 2.2157 | 0 | 59.549 | 2.2157 | 0 | 59.549 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152791 | -150636 | -282179 | 282175 | 312508 | -155801 |
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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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