Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152610.447 | 100852.6066 | 51757.8404 | 203463.6359 | 224097.343 | -20633.7071 |
Total P&L (%) | 152.6104 | 100.8526 | 51.7578 | 203.4636 | 224.0973 | -20.6337 |
Avg Daily Profit (%) | 0.586 | 0.3873 | 0.1987 | 0.4272 | 0.4526 | -0.0887 |
Buy And Hold Return (%) | 14.2187 | 14.2187 | 14.2187 | 14.2187 | 14.2187 | 14.2187 |
Max Trade Drawdown | -54317 | -29687 | -54477 | -244702 | -134932 | -248853 |
Profit Factor | 1.295 | 1.4252 | 1.1848 | 1.1133 | 1.2803 | 0.9793 |
Total Trades | 582 | 291 | 291 | 582 | 291 | 291 |
Winning Trades | 427 | 208 | 219 | 427 | 208 | 219 |
Losing Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Profitability (%) | 73.3677 | 71.4777 | 75.2577 | 73.3677 | 71.4777 | 75.2577 |
Ratio Avg Win / Avg Loss | 0.4701 | 0.5687 | 0.3895 | 0.4041 | 0.5109 | 0.322 |
Largest Winning Trade | 9837 | 9837 | 8182 | 27359 | 27359 | 22080 |
Largest Losing Trade | -39990 | -16580 | -39990 | -171434 | -55102 | -171434 |
Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 97 | 87 | 107 | 97 | 87 | 107 |
Bars Traded | 24679 | 12116 | 12563 | 24679 | 12116 | 12563 |
Profit Streak | 3.4196 | 3.4196 | 7.1592 | 3.4196 | 3.4196 | 7.1592 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523455 | 376523 | -9271 | -82762 | 364728 | -576223 |
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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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