Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470890.4427 | 407263.6903 | 63626.7525 | 339958.054 | 303175.2639 | 36782.7901 |
Total P&L (%) | 470.8904 | 407.2637 | 63.6268 | 339.9581 | 303.1753 | 36.7828 |
Avg Daily Profit (%) | 0.2765 | 0.2391 | 0.0374 | 0.087 | 0.0819 | 0.0184 |
Buy And Hold Return (%) | 83.9678 | 83.9678 | 83.9678 | 83.9678 | 83.9678 | 83.9678 |
Max Trade Drawdown | -125062 | -85490 | -67302 | -394525 | -313518 | -212814 |
Profit Factor | 1.4952 | 1.8565 | 1.1339 | 1.0999 | 1.1847 | 1.0209 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Losing Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Profitability (%) | 44.4444 | 41.4013 | 47.4684 | 44.4444 | 41.4013 | 47.4684 |
Ratio Avg Win / Avg Loss | 1.869 | 2.6277 | 1.2548 | 1.3748 | 1.6768 | 1.1298 |
Largest Winning Trade | 269442 | 269442 | 37073 | 311357 | 311357 | 93059 |
Largest Losing Trade | -33477 | -33477 | -32406 | -116731 | -80715 | -116731 |
Avg Bars in Trades | 15 | 21 | 10 | 15 | 21 | 10 |
Avg Bars in Winners | 21 | 31 | 11 | 21 | 31 | 11 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 4974 | 3317 | 1656 | 4974 | 3317 | 1656 |
Profit Streak | 0 | 28.7395 | 0 | 0 | 28.7395 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341986 | 279137 | -382494 | -189847 | -104663 | -532065 |
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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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