Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733802.9104 | 707813.5868 | 25989.3236 | 419480.4884 | 209864.7916 | 209615.6968 |
Total P&L (%) | 733.8029 | 707.8136 | 25.9893 | 419.4805 | 209.8648 | 209.6157 |
Avg Daily Profit (%) | 0.2929 | 0.2825 | 0.0104 | 0.0658 | 0.0452 | 0.0451 |
Buy And Hold Return (%) | 287.8986 | 287.8986 | 287.8986 | 287.8986 | 287.8986 | 287.8986 |
Max Trade Drawdown | -295007 | -190165 | -116729 | -2178067 | -1533412 | -686929 |
Profit Factor | 1.6165 | 2.0445 | 1.0507 | 1.0914 | 1.0739 | 1.1198 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 118 | 50 | 68 | 118 | 50 | 68 |
Losing Trades | 165 | 91 | 74 | 165 | 91 | 74 |
Profitability (%) | 41.6961 | 35.461 | 47.8873 | 41.6961 | 35.461 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.2603 | 3.7209 | 1.1434 | 1.5261 | 1.9545 | 1.2187 |
Largest Winning Trade | 442289 | 442289 | 32133 | 542349 | 364055 | 542349 |
Largest Losing Trade | -50443 | -29442 | -50443 | -530076 | -530076 | -174958 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 37 | 42 | 33 | 37 | 42 | 33 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 7402 | 3836 | 3566 | 7402 | 3836 | 3566 |
Profit Streak | 35.6452 | 35.6452 | 147.3119 | 35.6452 | 35.6452 | 147.3119 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300525 | 136195 | -508757 | -247587 | -441542 | -386365 |
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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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