Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218085.5258 | 180201.576 | 37883.9498 | 226426.6632 | 140891.6004 | 85535.0628 |
Total P&L (%) | 218.0855 | 180.2016 | 37.884 | 226.4267 | 140.8916 | 85.5351 |
Avg Daily Profit (%) | 0.2094 | 0.173 | 0.0364 | 0.1136 | 0.0844 | 0.0594 |
Buy And Hold Return (%) | 25.5233 | 25.5233 | 25.5233 | 25.5233 | 25.5233 | 25.5233 |
Max Trade Drawdown | -120961 | -87022 | -44075 | -765517 | -633537 | -191314 |
Profit Factor | 1.4303 | 1.5164 | 1.24 | 1.1016 | 1.086 | 1.145 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 343 | 181 | 162 | 343 | 181 | 162 |
Losing Trades | 86 | 33 | 53 | 86 | 33 | 53 |
Profitability (%) | 79.9534 | 84.5794 | 75.3488 | 79.9534 | 84.5794 | 75.3488 |
Ratio Avg Win / Avg Loss | 0.3586 | 0.2765 | 0.4057 | 0.2762 | 0.198 | 0.3746 |
Largest Winning Trade | 45897 | 45897 | 9640 | 125056 | 125056 | 58637 |
Largest Losing Trade | -54041 | -54041 | -21285 | -426333 | -426333 | -103714 |
Avg Bars in Trades | 56 | 101 | 10 | 56 | 101 | 10 |
Avg Bars in Winners | 19 | 33 | 5 | 19 | 33 | 5 |
Avg Bars in Losers | 200 | 479 | 26 | 200 | 479 | 26 |
Bars Traded | 24105 | 21822 | 2283 | 24105 | 21822 | 2283 |
Profit Streak | 7.0455 | 7.0455 | 60.5872 | 7.0455 | 7.0455 | 60.5872 |
Trades During Streak | 3 | 1 | 11 | 3 | 1 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525908 | 467632 | -155563 | -144052 | -202992 | -173359 |
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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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