Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319461.8788 | 228620.8275 | 90841.0513 | 848442.3809 | 472167.9414 | 376274.4396 |
Total P&L (%) | 319.4619 | 228.6208 | 90.8411 | 848.4424 | 472.1679 | 376.2744 |
Avg Daily Profit (%) | 0.3067 | 0.2195 | 0.0872 | 0.2162 | 0.1676 | 0.15 |
Buy And Hold Return (%) | 29.8695 | 29.8695 | 29.8695 | 29.8695 | 29.8695 | 29.8695 |
Max Trade Drawdown | -100296 | -81712 | -32851 | -1306850 | -1144727 | -344540 |
Profit Factor | 1.545 | 1.5973 | 1.4467 | 1.1964 | 1.1583 | 1.2812 |
Total Trades | 537 | 268 | 269 | 537 | 268 | 269 |
Winning Trades | 427 | 226 | 201 | 427 | 226 | 201 |
Losing Trades | 110 | 42 | 68 | 110 | 42 | 68 |
Profitability (%) | 79.5158 | 84.3284 | 74.7212 | 79.5158 | 84.3284 | 74.7212 |
Ratio Avg Win / Avg Loss | 0.398 | 0.2968 | 0.4894 | 0.3082 | 0.2153 | 0.4334 |
Largest Winning Trade | 46108 | 46108 | 8105 | 171908 | 171908 | 68734 |
Largest Losing Trade | -54659 | -54659 | -21285 | -773536 | -773536 | -232975 |
Avg Bars in Trades | 45 | 77 | 12 | 45 | 77 | 12 |
Avg Bars in Winners | 16 | 25 | 6 | 16 | 25 | 6 |
Avg Bars in Losers | 155 | 354 | 32 | 155 | 354 | 32 |
Bars Traded | 24169 | 20737 | 3432 | 24169 | 20737 | 3432 |
Profit Streak | 6.6633 | 6.6633 | 25.1217 | 6.6633 | 6.6633 | 25.1217 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619766 | 531088 | -74453 | 387188 | -33983 | 405679 |
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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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