Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690259.7736 | 587101.9743 | 103157.7993 | 601987.4914 | 253744.0731 | 348243.4183 |
Total P&L (%) | 690.2598 | 587.102 | 103.1578 | 601.9875 | 253.7441 | 348.2434 |
Avg Daily Profit (%) | 0.3636 | 0.3092 | 0.0543 | 0.1027 | 0.0666 | 0.0791 |
Buy And Hold Return (%) | 11.0513 | 11.0513 | 11.0513 | 11.0513 | 11.0513 | 11.0513 |
Max Trade Drawdown | -102566 | -93219 | -67814 | -471018 | -404496 | -216712 |
Profit Factor | 1.5536 | 1.9678 | 1.1611 | 1.1696 | 1.1445 | 1.1942 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 124 | 53 | 71 | 124 | 53 | 71 |
Losing Trades | 168 | 93 | 75 | 168 | 93 | 75 |
Profitability (%) | 42.4658 | 36.3014 | 48.6301 | 42.4658 | 36.3014 | 48.6301 |
Ratio Avg Win / Avg Loss | 2.1049 | 3.4529 | 1.2266 | 1.5847 | 2.0083 | 1.2615 |
Largest Winning Trade | 368819 | 368819 | 34929 | 163680 | 163680 | 122169 |
Largest Losing Trade | -49937 | -28347 | -49937 | -168157 | -120320 | -168157 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 39 | 45 | 35 | 39 | 45 | 35 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 7496 | 3737 | 3759 | 7496 | 3737 | 3759 |
Profit Streak | 24.0677 | 24.0677 | 31.3177 | 24.0677 | 24.0677 | 31.3177 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435103 | 289335 | -163512 | -88380 | -169143 | -94215 |
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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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