Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177334.2915 | 114721.9648 | 62612.3268 | 286328.6807 | 301668.4087 | -15339.7281 |
Total P&L (%) | 177.3343 | 114.722 | 62.6123 | 286.3287 | 301.6684 | -15.3397 |
Avg Daily Profit (%) | 0.681 | 0.4405 | 0.2404 | 0.5203 | 0.5354 | -0.0639 |
Buy And Hold Return (%) | 13.6852 | 13.6852 | 13.6852 | 13.6852 | 13.6852 | 13.6852 |
Max Trade Drawdown | -61916 | -23892 | -46057 | -407811 | -136528 | -336634 |
Profit Factor | 1.4089 | 1.5528 | 1.2769 | 1.1648 | 1.4011 | 0.9844 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 204 | 107 | 97 | 204 | 107 | 97 |
Losing Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Profitability (%) | 62.3853 | 65.6442 | 59.1463 | 62.3853 | 65.6442 | 59.1463 |
Ratio Avg Win / Avg Loss | 0.8495 | 0.8127 | 0.882 | 0.7023 | 0.7333 | 0.68 |
Largest Winning Trade | 11981 | 11981 | 11237 | 76082 | 46797 | 76082 |
Largest Losing Trade | -38247 | -17475 | -38247 | -296167 | -64232 | -296167 |
Avg Bars in Trades | 75 | 73 | 77 | 75 | 73 | 77 |
Avg Bars in Winners | 54 | 51 | 58 | 54 | 51 | 58 |
Avg Bars in Losers | 109 | 114 | 104 | 109 | 114 | 104 |
Bars Traded | 24611 | 11908 | 12703 | 24611 | 11908 | 12703 |
Profit Streak | 3.8087 | 3.8087 | 7.5171 | 3.8087 | 3.8087 | 7.5171 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476632 | 366224 | 222786 | -28168 | 362009 | -579121 |
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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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