Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388263.9042 | 311746.9658 | 76516.9385 | 633207.3588 | 391647.5546 | 241559.8042 |
Total P&L (%) | 388.2639 | 311.747 | 76.5169 | 633.2074 | 391.6476 | 241.5598 |
Avg Daily Profit (%) | 0.3727 | 0.2993 | 0.0735 | 0.1914 | 0.153 | 0.118 |
Buy And Hold Return (%) | 56.601 | 56.601 | 56.601 | 56.601 | 56.601 | 56.601 |
Max Trade Drawdown | -82396 | -53769 | -87434 | -689923 | -540251 | -432243 |
Profit Factor | 1.5237 | 1.8417 | 1.2063 | 1.1976 | 1.2375 | 1.1553 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Profitability (%) | 38.0952 | 40 | 36.1905 | 38.0952 | 40 | 36.1905 |
Ratio Avg Win / Avg Loss | 2.4761 | 2.7626 | 2.1268 | 1.9461 | 1.8563 | 2.037 |
Largest Winning Trade | 133265 | 133265 | 34453 | 470416 | 470416 | 246902 |
Largest Losing Trade | -19976 | -16881 | -19976 | -192389 | -173601 | -192389 |
Avg Bars in Trades | 117 | 115 | 119 | 117 | 115 | 119 |
Avg Bars in Winners | 205 | 204 | 207 | 205 | 204 | 207 |
Avg Bars in Losers | 63 | 56 | 69 | 63 | 56 | 69 |
Bars Traded | 24657 | 12153 | 12504 | 24657 | 12153 | 12504 |
Profit Streak | 16.399 | 0 | 16.7323 | 16.399 | 0 | 16.7323 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309981 | 245021 | -155623 | 106980 | 137355 | -91111 |
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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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